The Basque outfit finished fourth in Spain's top division last season, but exited the Champions League in the group stages of the competition.
As it stands, they are six points behind fourth-place Athletic Bilbao, but are on course for a Europa League finish with just 10 games of the season remaining.
"It's much more enjoyable when you are fighting for Europe," he told reporters.
"We came in fighting to stave off relegation, then things changed and we were fighting for Europe and then there's also the fact that the club hasn't for Europe for two consecutive seasons for over 30 years.
"That's why it would be so great to get there, which is what we're trying to do, because that's what we want and we are working very hard."
Sociedad have won 13 of their 28 league games this season.