The 41-year-old took over the reins at St Mary's Stadium in January and guided them to Premier League safety on their return to the top flight but, after spending over £30 million in the summer, his next target is to provide the club with European football.
He told the press: "To be honest I am not keen on the Europa League. I think we are all attracted to the Champions League.
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"So I think all managers are aiming one step of competing in the Champions League, so it's not a competition that is attractive to me. It is something I have always looked forward to competing in."
Saints keeper Artur Boruc told the press in September of his belief that his side can claim a Champions League spot this season and Pochettino admires his player's ambitious nature.
"We're only concentrating on the next match [but] I like that our players are ambitious," the Argentine remarked. "This is what makes them work even harder to achieve those things. That also requires you to be work hard in every game and every training session.
"In order to be successful and ambitious and to win big things, that also forces you to be self-demanding, so I am happy that they think that way."