The France international defender has enjoyed les Parisiens' run to the quarter-finals of the competition and believes the French side can target winning the tournament now
The Ligue 1 club may not have recent European pedigree, but their Qatari backers have bankrolled the assembly of a talented squad.
And while PSG have been coy about their Champions League aspirations this season, the versatile defender has revealed Carlo Ancelotti's side have the trophy in their sights.
"The goal is to win now," Sakho told PMU.
"It is a great adventure that we are living in the Champions League. It's going well at the moment [and I] hope it continues over the next two months."
The 23-year-old is not daunted by the quality of the teams left in the competition.
"I have no preference for the draw to come, but Paris-Barcelona would not hurt," Sakho said.
When asked last week whether PSG could win the competition, Ancelotti remained tight-lipped about their chances: "We are certainly doing our best, but I cannot say."
The draw for the Champions League quarter-finals will be made on Friday, March 15.