The Spaniard was confirmed as the new boss earlier today, signing a two-and-a-half-year contract at the Riverside Stadium.
"Getting back to the Premier League, that is the most important thing, that is why I came here, but I know it is difficult," he told Sky Sports News.
"The chairman has said how difficult the Championship is, but we are going to work hard to get this club into that position.
"I know all about Middlesbrough, they are a very good team and everyone says this is a Premier League club and it is built like a Premier League club and now I am going to work hard to put the Boro back in that place."
Boro are currently 16th after 15 games in the Championship.