Courtois, who is on loan from Chelsea, won the Copa del Rey last season and wants to add the Super Cup to his achievements with the club.
"The team's objective has to be to win another trophy," Goal.com quotes Courtois as saying. "In August we can win another one.
"We should also fight for the top of the league, but it will be difficult [to break Barca and Real Madrid's hegemony].
"We have to try to get as far in the Champions League as we can this season. We saw Malaga reach the quarter-finals, so nearly reach the semi-finals, so we'll see if we can get there."
Courtois has played for Atletico on loan for the past two seasons.