The Swedish striker, who joined Paris Saint-Germain from AC Milan over the summer, has won a host of honours during his illustrious career but not European club football's top prize.
"I wouldn't have come here if I didn't believe PSG could win the Champions League," he told UEFA.com. "It's true I have never won it, but I'm not desperate.
"The team have to grow, play together and win matches. It will take time to reach the level of the top clubs because everything is new here, but it's the aim of the club and we have every opportunity to make that happen."
PSG have been drawn with Dinamo Zagreb, Dynamo Kiev and Porto in this year's competition.