The Viola lead their pool with maximum points after three games, and the 39-year-old coach expects his side to continue their good form with victory on Thursday
The Viola travel to face Pandurii Targu-Jiu on Thursday hoping to keep their 100 per cent start and Montella says he expects another win for his side.
"Winning a fourth consecutive game would be great, but the real aim is finishing top of the group," the former Italy international told reporters.
"I think Dnipro are the strongest team in the group other than us because they have more experience compared to the other two.
"The win over them gave us great strength, and if we had lost to them things could look very different for us."
Montella has decided not to pick the in-form Giuseppe Rossi for the game, explaining that the 26-year-old needs a rest after playing so many games this season.
"I have not called upon him because he has gone from a long period out injured to playing a lot, especially in the absence of [Mario] Gomez," he said.
"Rossi has had a lot of problems and I don't want to risk playing him too much."