The Switzerland international joined the Partenopei from Fiorentina earlier in the summer and made his official debut against Juventus in the Supercoppa Italiana on August 11.
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"I have never won a championship or a trophy, and that is why I chose Napoli," the midfielder told Corriere dello Sport.
"Napoli are a top club and it is already a marvellous achievement for me to be able to wear this jersey.
"However, I won't say that 'S' word [Scudetto] because I have understood that Neapolitan people are very
superstitious, but it is obvious that we believe."
Napoli kick off the new season on the peninsula as one of the favourites for Serie A glory, and Behrami further underlined their tag as league title contenders.
"I don't think we are missing anything," the former West Ham and Lazio man added. "On paper, we are a complete and strong squad.
"It all depends on our motivation in specific games, but our seven victories in pre-season have illustrated that we have a winning mentality."