Insigne spent last season on-loan at Pescara.
"Insigne has impressed me during these past few days and he will give us a big hand in the League and in the Europa League," said Dzemaili.
"Our goal is to be among the top five, but after a while if we find ourselves top then we'll aim to win the League. Except for [Ezequiel] Lavezzi, we all still remain. We want to win something again, even if Juve are favourites for everything.
"This squad is not missing much, we have experienced a lot thanks to last year in the Champions League and winning the Coppa Italia. I do not want us to underestimate the Europa League, I want to win it, it would be like winning a Scudetto."