The midfielder said: "You have to understand that the club has only been playing at this high level in Europe for a few years. And as yet it hasn't developed the typical Chelsea style. You have to win titles, titles, titles. That's the only way to start a tradition."
Having lost the Premier League to Manchester United on the final day of the season, Ballack and his team-mates go to Moscow attempting to repeat last year's FA Cup success, when they beat United at Wembley after surrendering their domestic crown.
"Our style of play is different to that of Manchester, our game has a tremendous energy," Ballack said in an interview with German title Stern. "If our team could get some fine-tuning then things would look good for the next couple of years."
But Ballack rejected criticism that Chelsea relied on their big-name players, rather than Avram Grant, for inspiration.
"We're in the finals of the Champions League, that's what counts in football," Ballack said.