The Saints were tipped for relegation from the top flight last season, but managed to retain their place and have started this campaign by taking 11 points from six matches.
"To be honest, I am not keen on the Europa League," Pochettino said in a press conference. "I think we are all attracted to the Champions League.
"The Europa League is a competition that I don't look forward to because [if you are in it] it kind of means that you haven't been good enough to actually make it in to the Champions League, so I think all managers are aiming one step of competing in the Champions League, so it's not a competition that is attractive to me."
Southampton take on Swansea City at St Mary's this Sunday.