The Blues failed to impress on Wednesday in the Champions League, but managed to win thanks to a goal from French striker Nicolas Anelka.
Terry told Sky Sports: “It’s a very difficult place to come in, we see it year in, year out in the Champions League, the teams getting better.
“At times we were a little slow in tempo but we’ve responded with a win and that’s all we ask.
“You can’t afford not to believe in yourself and your team-mates. We’ve responded to Wigan well but you don’t get too much time to think about it.
“Three points puts us top of the group and it’s six points from two games which is a very good start.”
He added: “Ideally, you want to play well; we didn’t play at our best tonight but we have come away with a win.”