After experiencing European failure first-hand, the 34-year-old said: "That's what we're setting our sights on. [The Champions League] is our main objective. It's what Neymar was thinking when he left Barca and it's what I was thinking when I left Juve".
"That's what moves us. That's what excites us, gets our adrenaline pumping. The world belongs to the brave".
Alves added: "If you're not brave, you're always in the shadows and that's not where we want to be. We had nothing in Brazil and we wanted to make something of our lives".
When asked whether PSG's huge investments in the squad will play a decisive factor, the full-back argued: "You need more than big names to win a competition like the Champions League. You can have great players but if you don't have a team you're not going to make it".
"We're ready to compete, and the question of whether that preparation leads us to victory or elimination is going to depend on how we work as a team".
The Parisian club face Real Madrid in the first leg of their Round of 16 clash on 14th February, with Alves looking to get one back on the Spanish club who defeated him and his former club Juventus in the final last May.