Latics sit five points ahead of the Robins and a win can take them eight points clear, however a defeat reduces the gap to only two points.
He said: "It’s a big game for both teams. We are going to try and win the game obviously.
“If we can win it then it makes the gap a little bit bigger so at the same time, Swindon will look at it knowing they are at home and it’s a chance for them and they are playing a team that are near the bottom.
"They will be trying to win the game but we are confident we can get the win. They are a good footballing side and if you let them play, they are one of the best teams on their day in the league.
“They are not having a great time at the moment, they are losing games so we have just got to try and take advantage of that and try to get something from the game.”
Sheridan have won five of his first eight games back in charge of the club and he wants his players to enjoy the club’s current form.
“We haven’t had much success this season so I want them to enjoy it while we are winning games,” he commented.
“I want them to get a bit of confidence and they know what the task is so I know they won’t get carried away.
"You’re very lucky to be a footballer and I like players to come and enjoy what they are doing. I want them to have a spark about them and don’t come in thinking you can have a day off.
“For however long we work, an hour, two hours, they come in, do it properly and they are preparing for the next game.”
Sheridan was hit with the news that Anthony Gerrard will miss the next two games with suspension but revealed good news about striker Aaron Holloway.
“He will be fit and available for the game,” he admitted. “I’ve got a strong squad other than Anthony but we go there believing that we are going to win the game.
“That’s what I want the players to believe but it is a tough game and Swindon know the importance of the game but we will go there and will try and win it.”