Leverkusen suffered a shock 2-1 home loss in their Bundesliga opener against Hoffenheim last week for a disappointing debut for Ten Hag.
The team is being completely overhauled following the departure of coach Xabi Alonso, who led them to a domestic league and Cup double in 2024, and more than half a dozen key players, including keeper Lukas Hradecky, Florian Wirtz, Jeremie Frimpong, Amine Adli, Jonathan Tah and Granit Xhaka.
More players could be on their way out with Piero Hincapie linked with a possible move to the Premier League even before Saturday's league game at Werder Bremen.
"Pressure is always there and we must win, that's clear," Ten Hag told a press conference. "I am no Harry Potter. We will work to take a step forward. We know the reasons (of the Hoffenheim defeat). We have corrected it and need to apply it now.
"We must always win. We have to win every game and find a way to do it. We did it well a few times in the pre-season but not well last week."
Ten Hag said his team had lacked spark and intensity in their season opener but they would show a different face on Saturday.
"We must do a lot of things better," he said. "We need the dynamism that was missing against Hoffenheim. We have worked on that and we need to apply it tomorrow."
He also said the club may be active in the transfer market in the next two or three days.
"Let us wait," he said. "In the final days or hours, anything can happen. There are always surprises. This has been a very busy transfer window. One or two things could still happen on the weekend for us and for the whole transfer market. On Tuesday we will know what it (squad) will look like."