Les Parisiens travel to Stamford Bridge next week in control of the tie after registering a 3-1 first-leg victory in Paris on Wednesday night.
With the Blues boasting an away goal from their defeat in the French capital, though, Maxwell is not ruling out the possibility that Jose Mourinho's men can overturn the two-goal deficit.
"It was a huge result. The game was very difficult, physically tough but we did a great job," said the Brazilian in the Daily Star.
"However, for us it's two feet firmly on the ground because we know how hard and tough it will be in London.
"Yes, we are very happy but we must go and do it again on Tuesday if we are to progress to the semis."
Tuesday's encounter in West London is scheduled to kick off at 7.45pm.