The Brazilian superstar shocked many by departing Camp Nou in a world-record deal in August after his £198m release clause was triggered.
Neymar has made an impressive start to life in the French capital, scoring four and setting up four more in the early weeks of the season, and he now intends to help PSG lift their maiden Champions League crown.
"One of my biggest reasons for joining PSG was to help the club write history," he told The Sun. "The Champions League is not the only trophy we want to win — but it is a very important trophy.
"The aim this season is to try and win it — that is the level the club are now at. I do believe we are capable of winning the tournament. Not only do we have the quality but we have the experience — the players who know what it takes to win the Champions League."
Neymar and his PSG side begin their European campaign with a trip to face Celtic in Glasgow on Tuesday evening.