A point in Germany would secure a place in the last 16 of the Champions League.
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A tight Group H table means that United could win the group – or drop down into the Europa League in the last game.
“We never make it easy for ourselves,” Solskjaer said. “It is a tradition for Manchester United. But we want to go out and win.”
Defeat in Germany would see United drop into the Europa League, while if Paris St-Germain win their match against Istanbul Basaksehir they will top the group no matter United’s result.
Leipzig will be through with a win. If they draw, they need PSG to lose.
“Knockout games are big,” Solskjaer said.
“My players are Manchester United players because they have the quality we look for. They will show why they are here. Games like this are what we want.
“You can’t sit back and hope for a 0-0 draw. That’s not in our genes, it’s not in the team’s genes, it’s not in the club’s genes, we want to go out there and win a game.”
Forwards Edinson Cavani and Anthony Martial were both injured in the weekend win at West Ham and have not travelled.
Leipzig were surprise semi-finalists last season – eventually losing out to PSG in Lisbon – and remain confident of qualification.
“I’m not sure for whom the situation in the group is psychologically worse,” said coach Julian Nagelsmann.
“Manchester were first in the group for a long time, now they can be eliminated with one game.
“We have fought our way back and can still make it through on our own terms.”
