The Ligue 1 champions will wear shirts adorned with the Jordan Brand's "Jumpman" logo after a deal with the basketball great was announced on Thursday – the first time the brand has ever featured on a global football kit.
And Alves, speaking at the kit launch, said PSG have to target Champions League improvement after repeatedly failing to get past the quarter-final stage despite huge investment.
"We need to be careful for the next game [against Liverpool] because we play against a bigger, bigger club and this competition is very, very hard," Alves told Omnisport.
"For this reason we have to be a little bit more careful then other matches but we accept the challenge from the group and competition and we need to do something different to last season.
"I think for PSG - for any club - to invest in players, in staff... you go home in the first challenge in this real competition, it is not good.
"It's not good for me, it's not good for the club and it's not good for us and we need to change something. Mentality shows what we do but in this year [we have] no chance to falter."
Last season PSG were knocked out by Real Madrid in the round of 16, losing both legs of the tie as Zinedine Zidane's men went on to win the tournament for the third year in a row.