Sahin, who has just returned to the club from Liverpool, was part of the side humbled 4-1 at home by Hamburg at the weekend.
“It was a very painful defeat because we should not be letting in four goals at home,” Sahin told reporters.
“We can make it all good again on Wednesday but we have to be very focused because Shakhtar are a team that will punish us if we make mistakes.
“There has to be a marked improvement in our performance.”
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.