Thomas Tuchel's men are back in continental action next week, with a mouth-watering trip to face Manchester United at Old Trafford on the agenda.
Last season the Parisian’s crashed out in the first knock-out round against Real Madrid, as they struggled to cope without their injured talisman Neymar.
This year they will also have to deal with the absence of the Brazilian, who is missing with a foot injury, but Mbappe does not see that as a reason to be discouraged.
"It's not easy, we have to keep fighting and never give up. I think our time will come but we have to make it happen without trying to go too fast," he told BT Sport's Ligue 1 Show.
"I think to win things there is an order to the way you need to respect things. If we keep going the way we are, our time will come.”
The France World Cup winner added: "You have to win the Champions League on the pitch, so it is up to us in the team to do what we have to do.
"We are creating a really solid squad and I think it shows. Now we have to keep going, because that is not enough to win the Champions League.
"We are improving, getting better and working every day. We have to keep going.”
While PSG look set to be without Neymar for the clash, they have been boosted by the return of midfielder Marco Verratti.
The Italian had been expected to miss the game with an ankle problem, but manager Thomas Tuchel confirmed in Friday’s press conference that he is expected to have recovered in time.
"Marco trained on Thursday and there is no problem,” said the German.
"I'm waiting for the afternoon training [on Friday] but he's available to play against Bordeaux [on Saturday].
“Maybe not 90 minutes, we'll talk with the physio, the doctor and the player but I think he can play. I do not know yet if it's possible, we have to wait.”