The only side from outside the top flight left in the last eight, Celta have a decent chance of advancing to the last four when they host Atletico Madrid on Thursday after they earned a 1-1 draw in Madrid in last week's quarter-final first-leg.
"It's been a competition in which we have felt very much at home from the start," Sacristan said in an interview with the Faro de Vigo newspaper published on Tuesday.
"Perhaps our younger players haven't felt the pressure you are under in the league to win the three points," he added.
"It has created a really strong sense of excitement being able to get through the ties and beat first-division sides and has helped us grow as a team."
"You have to bear in mind that we are facing one of the best teams in the Spanish league, with players of enormous potential," Sacristan said.
"They remain the favourites, despite the fact that we played a very good match in Madrid. If we let our level drop for a moment the quality of the Atletico players will be decisive."
