David Luiz's stoppage-time free-kick in Switzerland last week earned Chelsea, last season's Champions League winners, a 2-1 first-leg advantage in their Europa League semi-final with the Swiss champions ahead of the return at Stamford Bridge.
"It's going to be a dangerous game," Mata said. "Even though we have two goals away, a great result, it's that kind of game that can be very risky. If we don't go into the game thinking about winning, thinking about defending well, thinking about trying to win again, it's going to be difficult."
He added: "We still know we have to fight if we're going to be in the final.
"We got a great result in Switzerland, but now we have to play another 90 minutes and I'm sure they're not going to give up.
"They're a team who try until the end. It will be tough, for sure."
Basel have recorded numerous upsets en route to their first European semi-final, advancing at the expense of Zenit St Petersburg and Tottenham, and have proven their ability to surprise.
The winners will face either Fenerbahce or Benfica in the May 15 final in Amsterdam and Chelsea interim boss Rafael Benitez is taking nothing for granted despite his side's commanding position.
"We have an opportunity, but my concern is we'll be thinking we're in the final - it's not the case," Benitez said. "We'll play against a very good team, a team that has scored goals away, so everybody has to realise it will be tough, it will be difficult."