Villa will taste his first El Clasico next Monday against Real Madrid.
"The Liga is a title that I do not have and is the most important," said Villa.
"The Champions League is the hardest, the most glamorous and perhaps more difficult, but you need more quality to win the Liga.
"It is the regular tournament. The Champions League is a tournament of KO wins and not always the best do so.
"However, in the Liga it is complicated because only the best can win it."