The Uruguay international was glad that his club finally got back to winning ways against Siena and stated the Blues must be wary of his side's threat
The Serie A outfit reached the knockout stages in the Uefa competition after finishing above Manchester City and Villarreal in the 'Group of Death'.
Ahead of the last-16 tie against Chelsea, Cavani warned the Blues that Napoli are a force to be reckoned with.
"We have already sent out a message to the world: we can defeat anyone," Cavani told Mediaset Premium.
"Chelsea must be careful with us."
The Uruguayan ace then admitted to being relieved that the club finally brought an end to their four-game winless streak with a 2-0 victory against Chievo on Monday.
"We had a good match in terms of intensity, character and desire," Cavani added. "We are happy, these are three important points ahead of our trip to Florence.
"This was a difficult moment, but I think we responded the way we wanted."