Pep Guardiola’s side are through to the knock-out stages and will be in the hat for next Monday’s last 16 draw, while the Scottish side are destined to finish bottom of the group.
But the weekend’s defeat at home against Chelsea in the Premier League means Tuesday’s game has taken on a new importance, according to the Argentine stopper.
Caballero said: “We have to be professional, respectful and have to arrive with ambition.
“I don’t know how Celtic are thinking about the game but I know my team-mates and I know my boss, so I think we will start from first minute to try and win.
“We lost at home last time out so we need to recover the winning feeling.”
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Caballero added: “I think they (Celtic) have a lot of quality and lots of big players, but we have to play in our way, and of course we have to be focused in every single situation about Celtic.
“The only important thing now is how we arrive to the game and how we play. The most important thing is to try and recover our victories at home.”
Talking about the Chelsea game, Caballero reflected: “I think Chelsea did their job and did it well, we played really well in the first half and in the second half we created chances, but when they scored we couldn’t finish the game.
“We knew they were going to play in this way and they have this kind of situation and we couldn’t sort it out. They have now three points more and it’s a shame as we lost opportunity to be top.”
