Shaqiri was an unused substitute in the final at Wembley Stadium but says that he feels his achievements have been eclipsed in the minds of English fans following last season’s relegation with Stoke City.
The winger was unable to save the Potters from a return to the Championship after a decade-long stay in the top flight and he secured a move to Anfield during the off-season.
"Being relegated with Stoke was a very bad experience for the club and for me and I hope they can come back quickly,” Shaqiri told the Mirror . "But despite what happened there, I am a Champions League winner. I think that deserves respect.
"People should remember where I played before, the qualities I have, and what I have achieved in the game.
"I played for one of the biggest teams in the world in Munich and again I am playing for one of the big clubs. So I don’t feel any pressure from the Liverpool shirt."
Shaqiri has been frustrated for opportunities since his arrival on Merseyside, with only two starts in the current Premier League campaign so far.
But his recent appearances, including an excellent turn in the Champions League against Red Star Belgrade and a goal in the 4-1 win over Cardiff City, have caught the eye and shown that he is simply not at Anfield to make up the numbers.
"I think I am settled now and showing my best form," he added. "It takes time for me to understand what the coach wants and also for my team-mates to understand me.
"I am getting more minutes on the pitch now and I feel I am getting better. It’s great being back in the Champions League. This was what I wanted.
"It’s an unbelievable feeling for me to be at this level after what happened at Stoke last season. I have my dreams to win things with Liverpool. Why not?"
Shaqiri will have to be on his best behaviour however when Liverpool face Serbian side Red Star this week, with the Kosovo-born man braced for a fiery reception.
He was disciplined for making a political statement when Switzerland faced Serbia in the World Cup in Russia earlier this year, after he celebrated a goal by making an eagle gesture in tribute to his Albanian heritage.
Kosovo declared independence from Serbia in 2008, almost a decade after the end of the Kosovo War, and relations between the two nations remain somewhat fractious.
"What happened in the World Cup is in the past and this is just another football game for me," Shaqiri added.
"Football is football and politics is politics. I will go there to play football. I am not going there to do anything else.
"I don’t think [Red Star] are the best opponents, to be honest, and I don’t worry about the game in Belgrade."
Victory for Liverpool would take them to nine points from four games in Group C of the Champions League and keep them on track to qualify for the round-of-16.