Rovers welcome to the Eco-Power Stadium a Wigan side sitting five points off the automatic promotion places in League One with five games in hand, having lost just twice in their last 12 matches.
In contrast, Rovers have lost six of their last seven league games and sit nine points adrift of safety.
Expectations for a result for Rovers are hardly high but McSheffrey says the desperate need to pick up points means the pressure is not off this afternoon.
“As the games tick by the pressure becomes more intense,” he told the Free Press.
“Whether or not they believe in their own heads that a game is winnable and it makes them relax more, I don’t know.
“I remember when I came here initially on loan and we played Wigan when they’d won a lot of games. We hadn’t won under Darren Ferguson for a while but we got a good result and it kick-started a decent run from us in the last few weeks of the season.
“These shocks do happen.
“I know everyone will be expecting them to come here and turn us over because they’re on a great run of form.
“But the players know the pressure is on them to get results and points.
“Only they know in their heads how they are going to approach it.”
Wigan have signed Northern Ireland international striker Josh Magennis on a two-and-a-half year deal from Hull City as they strengthen their bid for automatic promotion.
McSheffrey has emphasised the need for Rovers to be difficult to beat as they begin a tough run of fixtures with the Latics’ visit.
“You prepare, you get the team in the best possible shape and you try to be hard to beat.
“You show resilience, you make yourselves compact and hard to beat and you hope you can do something from set plays, counterattacks and in possession stuff.
“That’s what it’ll take and we can’t fear it.
“We can’t think negative so we go into each game with the belief we can win games.
“Wigan have got experience in all departments, they’ve got good full backs that bomb on, solid midfielders than can nick goals from set plays and keep the ball ticking over, and they’ve got real quality out wide and up front.
“Everything is stacked against us but we don’t fear it, we embrace them coming to our stadium.”