A point against the Dutch side could keep Celtic in the hunt if Group A rivals Fenerbahce fail to beat Molde in Norway, but Deila feels his team must keep their fate in their own hands.
"I still see an opportunity to go through, and that's what we are going to fight for," Deila said.
"We have to go for winning the game."
Group winners Molde registered home and away victories over Celtic to leave the Scottish champions bottom of Group A with two points from their four matches.
Ajax are only a point better off, and Deila does not expect Frank de Boer's side to travel to Glasgow with great confidence.
"They have also struggled lately in Europe," the Norwegian commented.
"They haven't won away for a long time, so we have a very good opportunity. It's always very hard to come here to Celtic Park.
"We are going to do everything we can to make it even harder for them and get three points."
"I think that's the same for Ajax as well, they want to win. So it's going to be an interesting game and a big opportunity for us to get a good result and go down to Turkey and do everything for ourselves.
"I think we've been a little bit unlucky in some of the games. Last year I can say we were maybe a little bit lucky, but this year I think we have been a little bit unlucky.
"You can talk about being unlucky, but it's also about being good in the right moments. We have made some stupid mistakes and have lost some important points."
Celtic will be forced to field a makeshift midfield against Ajax, with injury ensuring Scott Brown will join the suspended pair of Nir Bitton and Stefan Johansen on the sidelines. Kris Commons is also a major doubt for the match.
"It is of course more tricky because a lot of the experience is out, but we have good players, players who can fill those roles," Deila continued.
"We have to put together a team that can bring a good performance."
"I really want to succeed in Europe. That's what everybody wants.
"It's nothing to fear. It's a football match that we have a big opportunity in."
Celtic manager Ronny Deila says his side must beat Ajax on Thursday to keep their hopes of advancing to the Europa League knockout stage alive.