The Terriers were promoted to the top flight via the Championship playoffs, but many pundits and media sources have tipped them for relegation this season.
Wagner is unfazed about the pessimistic predictions, however, telling Sky Sports News: "I don't care about it. If they will underestimate us or not. It's what they have to do.
"We will, like we have done the whole time since I arrived, try to do our best, try to bring our ideas, identity, even now in the highest level of the Premier League.
"We will stick to our idea of football. We will not give ourselves any limits, any targets, it makes no sense.
"We know exactly where we come from, we know how big the financial gap is but we know we have the right to play in the Premier League."
Huddersfield begin their top-flight campaign against Crystal Palace at Selhurst Park on Saturday.