The Red Devils made it four straight Europa League victories on Thursday evening when they recorded a 3-0 win over Sheriff Tiraspol at Old Trafford.
The result has left the 20-time English champions in second spot in Group E, three points behind leaders Real Sociedad, who have won all five of their games in the section.
Man United are guaranteed to claim at least a knockout round playoff spot, but they will need to beat Real Sociedad by two clear goals in Spain next week in order to top the group on the head-to-head record, as the La Liga club recorded a 1-0 victory at Old Trafford in the reverse game.
An excellent run of form has seen Real Sociedad win nine of their last 10 games in all competitions, but Ten Hag is confident that his team can triumph at Reale Arena.
Man United will first be in Premier League action against West Ham United on Sunday, though, and the Dutchman has explained the importance of taking it one game at a time.
"So we know what we have to do in Real Sociedad: we have to win there with two goals difference. We have to score two goals, minimum, and don't concede one," he told reporters.
"The first game, we lost, crazy penalty. So we have to deal with that crazy penalty, so we have to turn [it] around, so that demands a big performance there, demands a winning attitude, but, first, we have Sunday.
"That's more important, always go from game to game and we have now focus on Sunday, and West Ham United."
Ten Hag has said that he was pleased with his side's performance against Sheriff at Old Trafford.
Diogo Dalot opened the scoring in the 44th minute of the contest before Marcus Rashford and Cristiano Ronaldo both registered in the second half of the contest.
"You want always more and I think we scored three goals, but I think we should have won with at least 5-0. But I think, in the end, there were a lot of positives in this game," he told reporters.
"The clean sheet, we didn't concede counters, so we attacked well, were organised, they couldn't get out. So the counter-press was really good and we created a lot against a real compact opponent and, what I said, we scored three - we should have scored even more but there was a threat, we created and that's good."
Man United have another five games before the season breaks for the World Cup, facing West Ham, Real Sociedad, Aston Villa twice and Fulham.