England travel to San Marino on Friday before playing in Montenegro next Tuesday and the Everton full-back believes this is no time for slip-ups if they are to regain pole position in Group H.
Baines told the FA website: "The first game is one that everyone expects us to win and is a game we must win.
"And then it's a tougher game after that, one that's going to be really difficult and one that we really need to win.
"We want to finish the season in terms of qualifying on a high and in the best possible position to pick it up at the start of next season.
"The two draws put us under more pressure to win this one and the worst case is that we don't lose the game because there are plenty more games to come."
After two draws against Poland and Ukraine, England have eight points after four games in their section, two points behind leaders Montenegro and three clear of Poland - who have a game in hand.