Already beaten by Samoa and Argentina this month, there are fears the Welsh could be on the end of a terrible hiding from the All Blacks, unbeaten in 19 Tests and undefeated against Wales since 1953.
"It is hugely important we make a statement," said Roberts, due to win his 47th cap this weekend.
"There is more pressure on us after losing two games of the series. We hope people will see the best of us this week.
"We were very disappointed after Friday night (against Samoa), and it was a tough weekend. We had quite a lot of people asking what is going wrong.
"Nobody is hurting more than the players. It is frustrating because of the high standards we have set ourselves over the last 12 months.
"We have sort of set a benchmark with what we have achieved and created an expectation of our performance. We have come under that significantly in the last two weeks, and it has been hugely frustrating."
Wales, last year's World Cup semi-finalists have now lost five successive Tests and in the one European country where rugby union is the national sport, the current side have found themselves under attack from distinguished former players as well as copping plenty of criticism on social media sites.
"We need to pull together and it is only the players who can turn this around. There is no magic wand. We just have to work hard," Roberts added.
"It is all very well for ex-players to come out and say what they think.
"I am sure looking back when they were players, these same guys would not feel best pleased with comments from former internationals.
"Twitter and Facebook is a public forum that many fans feel they can abuse players on. People hide behind their keyboards and it is different if they came up to you and said those same things to your face.
"But it is freedom of speech and people can say what they want on there. If people feel the need to abuse players on there, then so be it. I am old enough and strong enough not to take any of that to heart."
For Wales, Roberts has been in four losing sides against the All Blacks, with New Zealand scoring a total of 119 points and conceding just 40.
But the 26-year-old is relishing this weekend's challenge.
"To play against the best side in the world, and probably the best team ever to have played the game, is such a motivation," he said.
"The chance to take on the All Blacks is a magical and unique experience.
"And we have to play rugby against them. We can't afford to tighten up our game and be robotic in our approach.
"We need to match these guys physically and defend hard as a unit, but we also need to go out and play with flair and produce a brand of rugby which we know can play."