Kompany told the club's website: "Sheffield is another different game for us, it has a bit of a cup final feeling to it as well. We know we have to go there, attack the game and show no fear.
"They've (Sheffield United) always been a tough team to play, we played them last year and this year and we have had some really good games against each other.
"We're both in the Premier League for a reason. They have a strong team with players that can make the difference in games which showed last season too.
"Going there on Saturday, we have nothing to lose. We approach it with no fear, we have to show our strengths and go there to play our hearts out & run our socks off. We're playing to be in the Premier League and that's our goal."
Kompany added: "It's about carrying the energy from the last few games into this one and see if we can force our own luck as well, hopefully on the day the luck can be on our side.
"Full focus for us is on Sheffield and that's it. It's a must win game for us, well for both teams. We're not the only teams in the league that need wins."