Liverpool, who currently top Group A, face Udinese at Anfield tonight and Sahin is keen to still be in the tournament after some big European sides enter the Europa League from the Champions League.
"Of course the Champions League is something special," Sahin told the club's official website. "If you play once in the Champions League you want to play always in the Champions League.
"[However] we're in the Europa League and that is always very interesting after the group stages of the Champions League, because there will be some very good teams in the pot.
"It is a great tournament. It's a European cup and we want to go as long as possible - for me it's very important."
Liverpool won their first group game 5-3 against Young Boys two weeks ago.