The Baggies are aiming to deny Chelsea the victory which would see Antonio Conte's side win the Premier League on Friday.
"It's not important where you win, it's important to win", he said. We're still chasing a points tally that will keep us in eighth position so we have a lot to play for.
Can Chelsea win the English Premier League in this game?
West Brom's recent form has also seemingly got worse - they have lost four out of their last six matches, drawing the other two.
"It's not down to tonight it's a full season, from top to bottom we have not been good enough", he said.
They beat Middlesbrough by 3-0 in the match played last night.
In the second half also, Chelsea dominated the game and did not give any chance to Middlesbrough to make any threatening move.
In the 0-3 loss at Stamford Bridge, Agnew saw some positives, especially on the part of the fans who came all the way, 347 kilometres, to cheer the team on what he described as a hard night at Stamford Bridge.
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Speaking after the 3-0 win, the former Barcelona man expressed his pride at having been able to cope with time on the bench and hope that Chelsea will complete their league and FA Cup double this season.
"We're very close, and it will be very enjoyable after a year ago".
"We started the season not in the right way, with a lot of problems, but only through hard work did we find the right solutions and the right way".
I haven't played every single game but I feel the quality of my minutes this season has been fantastic. Many said I'm not a player for Antonio and I should leave but I like challenges.
It is a question of when, rather than if the ebullient, effervescent Conte claims the title in his first season in England - and Chelsea will be fully deserved champions.
"We have the possibility to do this on Friday against West Brom but for sure it won't be easy". We owe it to our supporters and we have our own targets to hit.
'I think that when you suffer, you become stronger and then you are ready to face every situation - above all, problematic situations during games.