The versatile attacker has stressed that the Ligue 1 representatives are full of ambition, and was pleased with their display against Porto on Tuesday
The Ligue 1 giants beat Porto 2-1 on matchday 6 in order to secure top spot in Group A, and they will find out who they meet in the round of 16 during the draw in Nyon on December 20.
"You always want to go as far as possible in a competition like this, but we will see who we get in the draw," Menez was quoted as saying on the Uefa website.
"I do not have a preference; the most important thing is that, whoever we get, we do not underestimate them."
The versatile attacker then went on to voice his satisfaction with Tuesday's win over their Portuguese opponents at Par des Princes, and praised PSG's positive attitude.
"We know that when everyone plays like that we are capable of doing really well. Even after they equalised we kept on playing our football, which shows we were in the right frame of mind."
Les Parisiens resume Ligue 1 action on Saturday, when they host Evian.