The Argentina striker has joined Milan on a season-long loan as part of a deal that sees Mattia Caldara move to San Siro with Leonardo Bonucci returning to the Serie A champions after a single season.
Higuain hit 36 goals for Napoli in the 2015-16 season, earning a move to Juve, where he won a brace of Serie A titles and Coppe Italia.
But the 30-year-old, made available by Juve after their €112 million (£100m/$130m) purchase of Cristiano Ronaldo from Real Madrid, believes he can break that record.
"It will be very hard... but when you begin a new adventure you want to find new challenges so I'll try," Higuain said to DAZN. "That's the beauty of football in the end.
"I want to make the fans happy, as well as the club that put their confidence in me. I want to win something important with this shirt."
Caldara did not make a competitive appearance for Juve, spending last term on loan at Atalanta after the Bianconeri sealed a deal to sign the centre-back from the Bergamo club.
And the 24-year-old is now hoping to establish a strong partnership with another rising star Italy international, Alessio Romagnoli, as he bids to replace Bonucci at San Siro.
"Alessio is a very strong player," Caldara said to DAZN. "He is one year younger than me but he has already more than 100 appearences in Serie A. It will be a great opportunity for me to play beside him.
"I hope to show to be at his level and to play beside him also for the national team but all these things we will need to prove on the pitch.
"When I heard the rumours I was in America. I kept receiving texts from my friends but initially I didn't know much about it.
"Then my agent called me for the first time, saying it was a concrete opportunity. So I started to think about it and every day I was more convinced of coming here. Now, having worn this shirt, I can say it has a very unique taste."