"We need to beat them, it's simple," Tadic told reporters in reference to Sparta.
"We need to put that kind of pressure on ourselves because sometimes I like to feel the pressure that we need to beat our opponents."
Serb Tadic said Southampton must put the agony of losing last year to unfancied Midtjylland in the Europa League qualifiers behind them.
"It was really disappointing because Southampton have never played in the Europa League group stages," he added.
"I know them (Sparta) because I was watching the Europa League last year and saw some of their games. They are a strong team."
Tadic said a win on Thursday would give Southampton "more confidence to beat Swansea City" in the Premier League on Sunday.
(Reporting by Ian Rodricks in Bengaluru; Editing by Tony Jimenez)
