Cocu, though, will be encouraged by the return of influential Mexican midfielder Andres Guardado following a hamstring injury. PSV have kept clean sheets in their last three domestic league games to edge one point ahead of second-placed Ajax Amsterdam.
"I thought we were defensively a lot stronger," Cocu told reporters after Saturday's 2-0 home win over Heracles Almelo. "The last line and the midfield worked well together and the players put in a lot of work.
"On Wednesday we'll need to bring the same work and intensity. We gave Heracles too much space in the second half and made the field too big.
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"We can't do that on Wednesday because Atletico are deadly on the counter attack," said Cocu.
Second-placed Atletico slipped eight points adrift of Barcelona after Sunday's 0-0 draw at home to Villarreal but will also take heart from a consistent rearguard that has conceded 11 goals in 25 La Liga games this season. Coach Diego Simeone said his team were still on course to achieve their targets.
"If you look at the objectives we set at the beginning of the season we are on the right track and, apart from Barcelona who are different to all the rest, it's hard for all of us," explained Simeone.
Atletico won 13 points out of 18 in the Champions League group stage and will hope to repeat the 3-0 win they recorded in Eindhoven in the 2008-09 Champions League when the two clubs were in the same first-round section.
The return match in Madrid is on March 15.
(Writing by Mark Gleeson; Additional reporting by Rex Gowar; Editing by Tony Jimenez)
