City finally gained their first away win in the Barclays Premier League on Saturday evening when they strolled to an impressive 3-1 win at West Ham.
City travel to Chelsea on Sunday, but before then they have a huge game in Russia.
City's bruising home defeat to Bayern Munich means they will drop to third in Group D if they lose in Moscow and after two years of failure in the Champions League, Aguero is keen to avoid being knocked out of the group stages again this season.
"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."
City sent a message out to their doubters a Upton Park with some lightening counter-attacks engineered by Silva, who lived up to his moniker of Merlin by producing some magical incisive passes.
The Spaniard and the rest of his team-mates may struggle to put on a repeat performance in Russia, however, as there are grave concerns about 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 Russia 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.
Pellegrini is in the dark over the current state of the pitch.
"We don't know what the condition of the pitch will be," the Chilean said.
"We hope that UEFA allowed them to play the game there because it is a good pitch."
While Pellegrini has a Champions League tie to prepare for, Sam Allardyce was left to reflect on a dreadful birthday.
West Ham fans chanted Allardyce's name at the start of the match - a rare occurrence at Upton Park - but 90 minutes later, many of them had left.
A total breakdown in communication between James Tomkins and Winston Reid allowed Aguero to break through unchallenged before slotting the ball past Jussi Jaaskelainen, and then slack marking from Ricardo Vaz Te allowed the Argentinian to make it 2-0.
"It's a miserable birthday for me," Allardyce told West Ham's website.
"The only thing you want for your birthday is a good, positive result, but we didn't get that and unfortunately, when you play a side of Manchester City's quality, we need to hit top form.
"Man City were controlling the tempo and then we made, unfortunately, a howler of an error for the first goal.
"It was just a straight little ball down the middle and unfortunately neither of our centre-halves dealt with it, which is very unusual for them.
"And you don't give Aguero a one-on-one with the goalie. Very rarely does he miss and he puts it in.
"Not only did we do that, we did exactly the wrong thing on a free-kick six minutes into the second half.
"So the first half was very disappointing, apart from Jussi, who kept us in the game with some outstanding saves."
- Sports & Recreation
- Barclays Premier League
- Manuel Pellegrini
- David Silva