Tottenham have made a positive start to the 2015-16 Europa League campaign and have a chance of progressing to the next round.
The North London outfit are at the top of Group J at the moment with four points from two matches.
Winning the Europa League will give Spurs a chance of playing in the 2016-17 Champions League campaign, but King has highlighted some problems they will face.
“The Europa League is a very difficult tournament to win,” the former England international told Tottenham’s official website. “You really have to stay the course and it’s difficult with the competitiveness of the Premier League.
“The teams in the tournament are of a very good level and perhaps back in England, we might not know too much about them, like Qarabag for instance, but they are often highly technical.
“That can be the surprise factor if you aren’t ready. You have to switch on and be ready for difficult games, especially away.”
Tottenham are favourites to win Group J, but they will find it tough once the knockout rounds start.
The Champions League may be the world’s most prestigious club competition, but the Europa League is far more unpredictable and perhaps more difficult to win.
Spurs are aiming for a top-four finish in the Premier League this campaign, but they need to give importance to the Europa League as that allows them an alternative route to the Champions League next season.