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 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."