But the Australia has urged his side to trust the process as European football returns to The City Ground for the first time since March 1996, when Forest was defeated 5-1 by Bayern Munich in the UEFA Cup.

It drew its opening match in the UEFA Europa League 2-2 with Real Betis last week, conceding a late goal from Antony.

Since Postecoglou replaced Nuno Espirito Santo in the hot seat, Forest has drawn two and lost three of its matches in all competitions, giving up the lead in three of those outings.

But Postecoglou says he is not feeling the outside pressure as he remains confident his side are getting close to the so-far elusive victory.

"It's only natural, whether it's players or anyone associated with the club, when we've been on the kind of run when we haven't won in a while, it becomes a bit more prevalent in people's minds," Postecoglou said.

"But the whole group sees that we are making progress in terms of our football. We have to trust in that process, and the results will come.

"I think it would be helpful [to get his first win], but for me, it's about the players.

"They've embraced what we are trying to do. Since I've come in, we are doing things differently, and the players have bought into it. But I want them to get the rewards for it as well.

"They are working awfully hard; in every physical metric we have, they are producing their best performances.

"We are creating more chances than the opposition, dominating in every aspect, but we aren't winning. We want the players to feel the reward of that, because it accelerates growth and belief. It's not about going away from what we've been doing, that's for sure."

Forest has never faced Midtjylland in Europe before, or any Danish side, but faces a tough test, with Mike Tullberg's side currently on a six-match winning streak in European competition, including qualifiers.

Despite that, Postecoglou is determined to earn a positive result in Forest's first European game on home soil in nearly 30 years.

"It's on the backs of guys like Coops [Steve Cooper] and Nuno who have got us to this point, so I don't take that lightly, it is a privilege," Postecoglou added.

"But I'm looking forward to leading the club back into Europe for the first time in 30 years and hopefully having a campaign to remember. It's something this football club wants to do on a regular basis, every season."

Morgan Gibbs-White echoed his excitement but noted that Forest is not placing too much expectation on any competition so early in the season.

"Thursday will be an incredibly proud moment for me in my career," he said.

"To be able to walk out with this team, knowing all we have been through in these past three or four seasons - to be back in Europe again [at The City Ground], honestly, will be a special feeling.

"We have not spoken about a priority. I feel like, as a team, we have prioritised the next game and the next game after that, because that is all we can look forward to.

"The main priority is winning [on Friday AEST], and then after that game it will be Newcastle [United]. So, there are no priorities.

"The manager is trying to install a winning mentality and has seen how together we are as a group. So, it's all about game by game and taking it step by step."