The Spaniards face Arsenal at home for Tuesday’s first leg.
He told Sky Sports: “We are a good team and really we are prepared to defeat Arsenal. Our dream is to get to the final and for that to happen we have to knock out Arsenal.
“I am an ambitious footballer and will be very unhappy if we cannot qualify.
“I have confidence in my team and our chances of a win against the Gunners. Many people do not believe we are favourites in this round but in football it is not always the team with money and history (that wins).
“We want to enter the history books. I still want to win a Champions League title and with Villarreal it would be magic.”