The Blues take on Swiss side Basel in the first leg of their Europa League semi-final on Thursday.
"We could be the first team in history to have won the Champions League and the Europa League back to back. That would be a great achievement," Cech told reporters.
"This is the aim. It would be another European trophy to put in the trophy room at Stamford Bridge, and I think it would be something we would be proud of, and it would make the season successful, and it would make the fans happy."
Chelsea were knocked out in the group stage of this season's Champions League after beating Bayern Munich in last year's final.