The 34-year-old, who starred for Italy at Euro 2012, has also praised the club's transfer dealings this summer.
"We enjoyed a great 2011-12 campaign and we're looking to build on that," Pirlo told Sky Sport Italia.
"The club has had an excellent transfer campaign, which should enable us to challenge for silverware in all competitions. We have started the new season with the ambition to do well in all competitions."
Juve currently sit top of Serie A after two games.