City are unbeaten at the start of the Premier League season, winning 11 of their 12 games and they are eight points clear at the top of the table.
De Bruyne told 'the Times': "I know I can't win by myself, I can play very good, like I did another season, but I'd prefer even to play less [well] and in the end have some titles.
"Since I've been here we've just won a League Cup. It's time to win something major. My feeling is we can win everything.
"That's not to say we're going to win everything. It's so hard to do everything, the four competitions," said the Belgian midfielder.
City are also top of their Champions League group, ahead of Napoli and Shaktar Donetsk, and they are yet to lose a game this season.
"Against Monaco [in the Champions League last season], we had one bad half and it's done. But Premier League teams are doing much better in the Champions League than the last years.
"At the beginning of the season I said to my friends it will be a very good year for all the Premier League teams.
"When I came here, it was a very different team, a lot of older guys; now they have bought a lot of players, but they bought smartly, and in positions we needed too."