Jayne Ludlow says the pressure is on Women's World Cup qualifying rivals England they beat Bosnia-Herzegovina to go top of their pool.
But they are a point ahead of Phil Neville's England with two games remaining left after Kayleigh Green's second-half winner in Swansea.
Russia host England on Friday, 8 June with Wales hosting the same opponents in Newport four days later.
"England are expected to qualify and expected to win a group," said Ludlow.
"That's the pressure they have and the environment they've always had. Nothing changes for them."
Wales have never reached the finals of a major women's tournament, but they went a step closer at Liberty Stadium.
'Everyone did their jobs'
"I don't think anybody involved at the start of this campaign would have thought we would be in this position right now," said Ludlow.
"I took this role because I'm very passionate about helping all Welsh players achieve something they desperately want. We're still on the road to doing that.
"Everyone did their jobs and it's kept us on the road to potentially creating history, but the next game will decide that."
Wales are unbeaten and are yet to concede in the campaign, with Green's goal just reward for their efforts before the visit of Russia to Newport Stadium.
Russia first welcome England, who Wales shocked by holding to a goalless draw in April despite being 32 places below Neville's second-ranked side.
The prospect of challenging for qualification is a big change for Wales, however, with Ludlow admitting she thought some of her players were affected by playing at Liberty Stadium in front of an expectant, excited crowd.
"We're extremely happy, but we're still a developing team with things to work on," she said.
"The first half we weren't too pleased with many areas of our play; we seemed to be playing the occasion a bit too much.
"The group as a whole proved they listen to instructions because they went out and they changed it.
'Wales can still improve'
"All our players want to enjoy playing in front of their family and friends and they want to put on a performance for them, and it can take your mind into a different place and you can forget your role for a few minutes.
"But as international footballers they can't afford to do that. We'll be taking that lesson from today and it won't happen again.
"The challenge for us was to make sure the journey is still going to happen.
"(For us) the expectation is to be better than we have been in the previous game and that's no different now. There's areas we can improve on and there's areas we're really pleased with.
"We'll pat ourselves on the back, but we can still improve."