The Blues are currently fifth in the Premier League but are just two points behind third-placed Tottenham Hotspur and one point behind Arsenal in fourth.
Hazard told the Daily Star: "We must focus on finishing the season strongly. There is the Europa League and the FA Cup but we are also on the right path to qualify for next season's Champions League.
"Going out of that this season was a big disappointment because it is such an important competition. That's why we could have achieved a bit more this season."
Chelsea face Sunderland in the Premier League at Stamford Bridge later today.