North End's hopes of avoiding the drop were dealt a blow at the weekend after they were held to a 1-1 draw at Portsmouth, leaving them seven points adrift of safety.
Phil Brown's men travel to Doncaster on Tuesday aiming to reignite their survival bid and Tottenham centre-back Khumalo admits there is little margin for error.
"Every game that's left is a cup final," said the South Africa international "
We win every cup final and we stay up.
"As long as there's a chance, we'll always believe we can do it."