The former Atletico Madrid goalkeeper is keen to end the summer on a high as he looks to shake off the disappointment of losing the league crown to his arch-rivals
The Red Devils appeared to be on their way to a 20th league crown on the final day of the season until a late Sergio Aguero goal eventually helped archrival Manchester City to the title instead. De Gea is desperate to put the setback behind him by aiming for glory in London.
"I want to end the season by winning a gold medal to forget about the end of the Premier League campaign. It's incredible how close we came to winning the title. We have to leave that behind us, and focus on the new season," De Gea told Goal.com.
Manchester United finished with the same amount of points as City but lost out on the title due to goal differential last season. It was De Gea's first season with the club.
"Even though I didn't win any titles, I have positive feelings about my first season at Manchester United. I have learned a lot and I think I've made a lot of progress," the goalkeeper said.
"Our goals for next year are winning the Premier League and the Champions League. We are obliged to fight for titles. Other teams have strengthened very well, and this season will be more competitive."
The shot-stopper then went on to stress that Spain is comfortable with its role as the frontrunner for gold at the Olympics.
"It's normal that people see us as the favorites as Spain have dominated in football," he said. "We like the pressure, because it gets us all charged up.
"We all dream of winning the gold medal, but we realize it will not be easy. There are more teams that can cause an upset than at the Euros."
Neymar-led Brazil is also considered as a favorite, but De Gea says anything can happen.
"People are talking about a final between Spain and Brazil, but there are other genuine rivals as well," he said. There's plenty of competition."
Spain faces Japan, Honduras and Morocco in the group stage.