The former Huddersfield Town and Leeds United manager was named as the new boss at Deepdale yesterday.
Grayson told Sky Sports News: "That's why I've come here. I've not come to the football club to have a relaxing time. I'm passionate about achieving things and positive about achieving things.
"I've got the experience of League One but I've also got the experience of taking Leeds to seventh in the Championship and, when I left there, three points off the playoffs.
"I've got the experience of many different divisions but it would be nice to try and get another promotion on my CV."
Grayson has previously led three third-tier teams to promotion.
Preston currently sit 17th in the table, 17 points of the playoff places.