Alex, who signed for PSG from Chelsea in the January transfer window, said that some of his best football memories have been in the competition and is hopeful of building success with the club.
"I'm sure the fans are delighted we're going to be playing in the world's biggest competition," Alex told Champions magazine.
"Some of the most memorable moments of my career took place in the Champions League, like when PSV made it to the semi-finals in 2005 and almost knocked AC Milan out. I am relishing the prospect of more European nights.
"I have faith – we have a chance to build something special."
Alex played 87 times in the league for Chelsea.