The Blues face Atletico Madrid at Stamford Bridge on Wednesday in the second leg of their semi-final tie, with the game delicately poised following last week's 0-0 draw.
Chelsea also beat Liverpool 2-0 on Sunday to close the gap on the Reds to two points at the top of the domestic table, and Schurrle has revealed that he and his teammates think that the double is on.
Schurrle is quoted as saying by The Mirror: "Everybody thinks we can win the league and the Champions League. It will be tough. But we have to believe, and we do.
"We have to do everything in our power to win the two games we have left and hope Liverpool and City both give us something. But we're still in it.
"If people say, 'Chelsea can't play' even when we win it's just because they're jealous. Winning is what matters. You can play perfect football, lots of one-touch, and you lose."
Schurrle arrived at Stamford Bridge from Bayer Leverkusen last summer.