Cohen will line up for Nottingham Forest against Swansea City this evening knowing that his side hold the underdog tag as the two sides bid for a place at Wembley on May 30.
Speaking to the Nottingham Evening Post, Cohen said "From this point on, now it is just a case of who handles the pressure better
"It was a nearly game on Thursday. We so nearly made the breakthrough.
"We have not played as well as we would have liked to. We are not going to kid ourselves on that.
"We are not happy with the result at home. We wanted more than a 0-0 draw. We wanted to take a lead into the second leg.
"But we are still 90 minutes away from Wembley.
"Whoever handles the pressure will be the team that gets there.
"We have to make sure we give a good account of ourselves. If we cope with the pressure to do that, we will get through.
"It is all about the pressure now. We are 90 minutes away from Wembley and whoever handles the expectation better will win.
"We are going into the game as underdogs. But form and previous records go out of the window in games like this.
"We know we have a job to do, we cannot think about the past," he said.
"Every play-off is different and we are playing against a different team.
"We just have to counter Swansea and what they do.
"The gaffer will have been looking at things and the different potential scenarios.
"They dominated the game there, last time. But we know we can score against them, because we did it twice there.
"We said in the dressing room that it is still 0-0 and we must remember that," he said.
"It was easy to be down, when you consider the events of the game, which it felt like we had lost.
"But now we have another 90 minutes; a one-off game that could take us to Wembley.
"We have just as much chance as Swansea to get there.
"They finished higher in the league and they have a great home record – but we still have a great chance.
"We know we have to give a better account of ourselves, otherwise we will be looking at another play-off defeat.
"We made a lot of mistakes last time we went down there.
"But we will look at videos of how they play; at where things went wrong.
"And, if we do a better job than we did last time, we have a great chance. We can still get through this tie.
"We came into this with four wins and we did want a lead to take down there," he said.
"We had a few chances and we might have put them away. It is uncharacteristic of us not to.
"But they had chances as well, so we can perhaps be happy to be level. Campy had to make a number of good saves."
