The Italy international is eager to make an impact in European club football's elite competition, and has set his sights on making it to the final at Wembley
The Serie A champions held titleholders Chelsea to a 2-2 draw in their Group E opener, and the influential midfielder is looking to build on this in Tuesday's home game against Shakhtar Donetsk.
"We all realise that the Champions League is a very difficult competition, but we intend to start it in the best way possible," Pirlo was quoted as saying by Corriere dello Sport.
"I think we have what it takes to go far in the Champions League. I will not say that we can win it, but we will do our utmost to make it to the final.
"There is a huge desire within the team to return to the highest level and be competitive in Europe again."
The match versus Shakhtar kicks off at 20:45CET.