Spain are bracing themselves for a test of nerve in their last group game against Slovakia on Wednesday, with Luis Enrique's side needing victory to guarantee their place in the last 16.
After leaving out Sergio Ramos, Luis Enrique has left himself open to questions about a lack of leadership in his youthful squad.
A bright start against Sweden fizzled out in the second half while a missed penalty against Poland turned a decent display into one paralysed by anxiety and tension.
"This country has won the Euro and the World Cup but in this squad there are many youngsters," Cesar Azpilicueta said on Monday.
"There are several captains in our team, we know how to act and everyone is going to give their all on Wednesday."
Captain Sergio Busquets is expected to return after rejoining the group on Friday following his negative Covid-19 test. Busquets has not played in either of Spain's first two matches.
"He's an important player, with his experience on and off the pitch," Azpilicueta said. "He's an incredible captain and we know the dominance he can bring in midfield. We're very happy he's back."
Azpilicueta said Spain can draw inspiration from Chelsea's triumph in the Champions League last season.
He lifted Chelsea's second European Cup after the team changed gear under new coach Thomas Tuchel, a superb finish culminating in a surprise victory over Manchester City in the final.
Spain are pinning their hopes on a similar transformation after two disappointing draws against Sweden and Poland mean they currently sit third, a point behind Slovakia and two behind Sweden in Group E.
"It's not how you start, it's how you finish," said Azpilicueta.
"I have seen it this year in the Champions League. Before January we weren't very good, and after that we did very well.
"A lot of people gave us up for dead last season, they thought we were out of the Champions League, out of the race for top four. People write you off but you never give up."
Despite his excellent form for Chelsea, Azpilicueta has rarely been favoured by Luis Enrique and has started on the bench for both of Spain's opening two games.
"We are all fighting for places," he said. "For now, we don't know anything about the next line-up."
Azpilicueta's experience might be a valuable addition to a youthful Spanish team, who now find themselves under pressure to make it out of what looked a straightforward group.
"We are not in the situation we expected," Azpilicueta said. "We would have liked to be more comfortable but football rarely gives you what you expect. We are alive and we depend on ourselves.
"We must be humble, self-critical and correct what we are doing wrong and also assess what we are doing well. It's a combination of the two. It's an all or nothing game so we have to approach it with the confidence that we will go through.
"The situation is not what we hoped it would be but you can't just say: 'We didn't win the first two games, that's us out.'
"You have to fight to the end and all pull in the same direction. Now we have a clear objective and it's important we have the right mentality because Wednesday is do or die, we have to approach it like that."
Luis Enrique could make changes, with Azpilicueta, Thiago Alcantara and Mikel Oyarzabal among those in contention to come in.