Still, they insist the pressure is on the Golden Knights, who finished 23 points ahead of them in the NHL standings and were viewed as the clear favorites before the series.
"I think you come into this series, and obviously there's a certain rhetoric about how this series is supposed to go," Gallagher said. "And I'm not saying they bought into it or believed it. We definitely didn't, but there's certain expectations on their side.
"The longer this series goes, the more the pressure just falls on them."
The Canadiens felt plenty of pressure after falling behind 3-1 in the best-of-7 Stanley Cup First Round against the Toronto Maple Leafs. They are 9-2 since then, accruing a strong belief in themselves along the way.
"Since that Game 5 against Toronto, we've just come in and played the same way, nothing to lose, leave it all on the line, and game after game come with the same effort and energy," Gallagher said. "Hopefully you put some doubt in the opponent's mind. See how they handle it. See how they handle those types of things.
"As the series goes on, that's when it gets fun in the pressure time."
Assistant Luke Richardson is coaching the Canadiens in place of Dominique Ducharme, who is away from the team after a positive COVID-19 test. Richardson said he doesn't believe Montreal will have any issues rebounding from a tough loss in Game 4. The Canadiens have scored first in nine of their past 11 games, and Richardson said it's important for that trend to continue.
"We're into this series," he said. "We've jumped right into this series. We're right in, right now ready to go. So I think what we're looking for is the same type of start and to kind of keep that consistency all the way to the end."