The former France manager will be expected to improve in the Champions League as well as defend their domestic title.
He is looking forward to getting started, and pinpointed big-spending Monaco as the biggest threat to his side.
"A new season is starting with a few new players and new coaching staff," he told the club's official website. "It's normal that there's a little extra pressure.
"We want to win the league, we are the team to beat this season. Monaco will be the biggest threat, considering the quality of their summer signings.
"I think Marseille and Lyon will also be there or thereabouts and, like every year, there will be a surprise team that throws their hat into the ring."
PSG kick off their campaign with a trip to Montpellier tomorrow.