The Argentine bagged a stunning double in Saturday's 3-1 win at West Ham and their next task is a crucial showdown at CSKA Moscow.
City's bruising home defeat by Bayern Munich means they will drop to third in Group D if they lose in Moscow and, after two years of failure in Europe's elite competition, Aguero is desperate to avoid being knocked out of the group stages again.
"We have to win, don't we?" Aguero told City TV. "It's an important three points because then we play them at home. We won against West Ham away in the Premier League and now we have to win away in Moscow as well.
"It was very important to win against West Ham and now we have to keep winning away matches. We have to continue."
Manuel Pellegrini's men may struggle, however, to put on a repeat performance in Russia with ongoing concerns over the state of the pitch in the capital.
UEFA sent a group of experts to inspect the pitch at CSKA's Arena Khimki after the Russian side were forced to play their last Champions League game against Viktoria Plzen in St Petersburg.
Part of the surface at the stadium, which is CSKA's temporary home while the Luzhniki Stadium is being rebuilt for the 2018 World Cup, had to be relaid after heavy rainfall rendered it unplayable.
"We don't know what the condition of the pitch will be," Pellegrini said. "We hope that UEFA allowed them to play the game there because it is a good pitch."