In Wednesday's Copa del Rey first leg, Deportivo fought back to draw 1-1 at their Estadio Municipal de Riazor and Fernandez wants to see a similar intensity and fighting spirit when they host Malaga again in La Liga on Saturday.
Due to a quirk in the fixture, Deportivo and Malaga will face each other three times in the space of four games across two competitions.
In their round of 32 first leg, Malaga hit the front in the 11th minute when Ignacio Camacho got free to head Luis Alberto's free-kick into the net.
"We still improve, but, while we have this attitude and ambition, the future does not worry me," said Fernandez, who is in his first season as Deportivo's coach.
The 54-year-old added his team need to improve in the final third if they are to get out of La Liga's drop zone.
Deportivo sit 18th - the highest of the three relegation spots in Spain's top division - 10 points ahead of Saturday's clash with Malaga, only behind 17th-placed Almeria on goal difference.
"Football is the last pass, the final shot and we lacked marksmanship," Fernandez said.
Saturday's match will be the first league match at the Riazor since Deportivo fan Francisco Javier Romero Taboada died in violent clashes between La Coruna and Atletico Madrid fans last week.
Club president Tino Fernandez has vowed to ban the Riazor Blues - the Deportivo fan group allegedly involved in the deadly fight - and if Wednesday's game is anything to go by, the stadium will be quiet on Saturday.
Valencia will look to halt their mini slump when they take on Granada on Sunday - Nuno Espirito Santo's men have not won in three La Liga fixtures, while Sevilla will aim to stay ahead of their rivals with a win at Rayo Vallecano.
