Leeds host Derby at Elland Road on Wednesday in the second leg of their play-off semi-final.
The Whites have a one-goal advantage thanks to a goal from Kemar Roofe, but Bielsa is under no illusion of the difficult task his players still face to reach Wembley.
“We know that there is a long path to reach our goal,” Bielsa said.
“We have just played the first part of the duel and we have the second part to play now.
“The difference is only one goal and the idea is to increase this difference and prevent the opponent from reducing it.
“We know that this is a difficult task, as difficult as it was for the first game.
“The first game we just played was not simple for us and we are sure the next game won’t be.”
Leeds have now beaten Derby three times this season. They comfortably won 4-1 in their first meeting in August, before claiming a 2-0 win in January and last Saturday’s 1-0 victory in the play-offs.
However, Bielsa feels Rams boss Frank Lampard has improved his side since their first meeting last year and predicts a “hard” game in Yorkshire.
“We won the last game with one goal of difference and the one before that with two,” Bielsa said.
“In the very first game (in August) we were the same team we are now, but Derby were a lot inferior to what they are now, so we should be careful about the analysis.
“We would like to have the same performance as the last two games Derby, but we know it is going to be very hard.”
Another problem for Leeds is that they will be without Roofe for the return leg, after he was ruled out with a calf problem.
Bielsa is expected to look at Patrick Bamford to play up front, as he is now available after serving his two-match ban after being found guilty of “successful deception of a match official” in Leeds’ 1-1 draw with Aston Villa.
Adam Forshaw will also be unavailable after picking up a knock in the game at Pride Park, but Leeds medical staff are still hopeful about the availability of Pontus Jansson.
The Swedish defender will attempt to take part in Tuesday’s training session and be evaluated afterwards.