Chelsea midfielder Guro Reiten scored an excellent curling strike to give them victory in Lyon last week
Emma Hayes says Chelsea must "seek the opportunity" to reach the Women's Champions League semi-finals.
The Blues, who play at Stamford Bridge on Thursday night, carry a narrow 1-0 lead over eight-time champions Lyon in their two-legged quarter-final.
Chelsea reached the final in 2021, going on to lose to Barcelona, but have yet to win the competition.
"We know what to expect. They have been champions of Europe over a long period of time for a good reason," said Hayes.
"We have to have the right mentality. We have to be brave. You have to appreciate their record speaks for themselves.
"It is important to be aggressive in the right moments, be positive in everything we do and seek to take this opportunity that is there in front of us.
"I know the entire dressing room are looking forward to this. We know the threat, but we have worked hard. We want to be in these situations.
"We want to be able to impose ourselves and our game in our stadium in the way we want to. It is important as a team to demonstrate that in the right moments."
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'Really hungry' Chelsea hope to 'feed off' crowdAda Hegerberg was an unused substitute in Chelsea's 1-0 victory over Lyon in the first leg
Lyon have been knocked out just once in 13 previous quarter-finals and are the current European holders having beaten Barcelona 3-1 last May.
They could be boosted by the return of star striker Ada Hegerberg following her recovery from injury, while Chelsea centre-back Millie Bright is a doubt having been absent from training on Wednesday.
But Chelsea captain Magdalena Eriksson hopes the Blues can "feed off" home support with 17,000 tickets being sold for the showdown at Stamford Bridge.
"It's important to have the game at Stamford Bridge. It's our fortress. We have had good results there before. That will be in the back of our minds," she added.
"We know we still have a long way to go in this tie. We have to be switched on from the start, stay together as a team and be resilient."
"I'm always nervous before playing a game. I like it because it keeps me on edge and makes me focussed. There's pressure on us to win every game but I like it.
"I think [on Thursday] you will see a really hungry Chelsea who wants to go out and do their best."