The Hoops ended a three-season barren run by edging Glasgow rivals Rangers to take out the SPL title last term with many outsiders tipping them to win it easily next season now that 'Gers have been booted down to the Third Division after falling into liquidation.
"I hear people saying that we are going to win the league easily but that's not going to happen," he said.
"I don't know why they say it. To provoke a little bit probably.
"It's going to be tough. It's always going to be tough winning games and it's going to be tough to win the league."
But Rogne says there are bigger fish to fry before the club even thinks about winning the SPL with a two-legged Champions League qualifier against HJK Helsinki to navigate first.
"We've got a chance to get into Europe and that's important for us," he added ahead of Wednesday's first leg at Parkhead.
"We played in the Europa League last year and we enjoyed it.
"If we get the chance to play in the Champions League this year, it's going to be even bigger.
"It's where everyone wants to be and hopefully we can take a Scottish team into the Champions League.
"The whole pre-season has been about this game.
"We know they are an organised team, they are a typical Scandinavian team, and they are going to be hard to beat.
"It's going to be tough but we are prepared for it."