The Sky Blues boss has been tasked with rallying his troops for battle with the Lions on Saturday, after a soul-destroying defeat at Northampton last week - amid disruptions from the stands.
Slade completed Jan transfers with the signing of promising young forward Michael Folivi from Watford, but admitted the club were keen to do further business in the window.
He commented: “We wanted to do more business, but as you know towards the end of the window it becomes very competitive. Given the position we are in, we weren’t always going to be first choice.
“I’ve got one coming in on Monday, formally a big reputation. We bought five players in the early part of the window. When you’re in a situation where clubs are competing for players, we were in there fighting for them. We identified targets, but the situation makes it double difficult.
“You have to be honest, if we don’t start knocking out wins, three or four weeks time might be too late. We have to make it happen in the very next game.”
The manager has spent the week preparing his side to host Millwall, who have built a reputation for being physical, and difficult to break down.
The Lions are on a nine game unbeaten run in all competitions, and in doing so, have propelled themselves in to play-off contention.
“If you’re trying to move your football club forward, you have to relate to its history,” Slade added, having shown the squad clips of seasons past as part of their preparation.
“Millwall are full of men, resilient side and a threat going forward with Morison and Gregory. We haven’t talked about Tuesday, we’re concentrating on the bread and butter.
“I want to see that fight tomorrow, we must believe and trust each other. Nobody else is going to help us, we have to do it from within.”
Commenting on the situation of captain Jordan Willis, Slade said: “Warney knew what the valuation of the player was, and he knew what was required if they were going to sign him. The manager was unsure they’d be able to meet that valuation, and they didn’t. Simple as that.”