Edwin van der Sar hopes Manchester United have learned their lesson after almost allowing Hull to rescue a point at the weekend.
United were in fine form as they opened up a 4-1 lead over the newly promoted Tigers, but goals from Bernard Mendy and Geovanni ensured a tense finish at Old Trafford.
The Red Devils held on to win 4-3 but Van der Sar does not want the same mistakes to resurface against Celtic on Wednesday.
"We got a warning on Saturday," the Dutch goalkeeper told MUTV. "We have to make sure we finish teams off.
"We must not stop halfway through the second half and start thinking about the next game.
"You have to take it one game at a time, win it with confidence and then move on."
Van der Sar is eager to keep a clean sheet against Celtic in the UEFA Champions League as United look to book their place in the last 16.
He said: "For a goalkeeper and the players you do not like to concede three goals.
"Of course you want to win games but by 1-0, 2-0, 3-0. When you are 4-1 up, you do not expect the other side to score another two goals. But Hull are a team that never give up."