The 61-year-old replaced Luis Enrique in December after Spain crashed out of the World Cup in the last 16 and has faced criticism ahead of the "final four".
Spain suffered a 2-0 defeat by Scotland in Euro 2024 qualifying in March, and despite beating Norway 3-0 in his first match in charge, the performance was far from convincing.
"We think about getting to the final. There is no 'next day', I look at it as if it's my last game -- not just now, but always," De la Fuente told a news conference Wednesday.
"The only way to face something with energy, and with desire and giving absolutely everything, is to think that it's the last chance of your life.
"But I've always done it, that's how it is, as if it's my last game. We're going to go all out, I don't think about what comes next."
Spain last won a trophy when they beat Italy 4-0 in the Euro 2012 final.
"It's a historic opportunity to win a trophy in two matches, we're ready to face a game of this level," continued De la Fuente.
"We've got the power to win any title, Spain has very good players, but we're taking on opponents in the same position.
"Italy is quite a similar national team to us now. We're still in the process of consolidating our idea, we've had very little time to do it.
"This could be a Euro or World Cup final. Details will be decisive, we'll be at the level that's demanded of us."
The coach was defended this week by some of his squad, including Jesus Navas and Unai Simon, and defender Jordi Alba followed suit.
"I think he's very calm, everyone has to be united," said the left-back, currently without a club after leaving Barcelona.
"Sometimes the players are the ones who have to take a step forward. We can't doubt the work that being done, I think the work is very good."
Although Italy won Euro 2020, beating Spain in the semi-final en route, they too are in a process of reconstruction.
They failed to qualify for the 2022 World Cup, a thorn which remains in their side.
Coach Roberto Mancini said La Roja still have a stronger pool of players to pick from than this side.
"Spain dominated for a number of years and then they had a few issues, but the quantity and quality of players they have at their disposal is greater than ours," Mancini told reporters.
"They've been playing this type of football for a number of years now."
Italian football has enjoyed a renaissance this season, with Inter Milan, Roma and Fiorentina reaching the three European club football finals, although all were defeated.
"The three Italian teams had a number of Italian players, so that's very positive for us," continued Mancini.
"They were very unfortunate because none of the three deserved to lose their respective final. Football is cruel and strange."
Mancini also pointed out Italy's under-20s team also reached the World Cup final for that age category, but they also lost against Uruguay last week.
At the other end of the age range is veteran defender Leonardo Bonucci, called up by Mancini despite his stop-start season with Juventus.
The 36-year-old said he was hoping the Nations League matches would be a chance to prove himself again -- even to himself.
"It's crucial to give myself an answer as to who I am, if I am still a big player for everyone," said Bonucci.
Bonucci recalled some memories of his battles with Spain over the years, including the heavy Euro 2012 final defeat in Kiev.
"There's a little apprehension when you face Spain, for the way they play the game, making you move one side to the other," he added.
"But over the past few years we've been able to build something similar to the way Spain play."
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