The Belgian club currently sit bottom of Group C with just one point from four outings but American midfielder Kljestan is loving the competition of taking on the world's very best players.
"One of the reasons that I was very excited and happy to come to Anderlecht was the chance to play in Champions League," he told USsoccer.com prior to Tuesday's 1-1 draw with Paris Saint-Germain.
"These kinds of experiences you can't buy; you can't just get these anywhere. These are huge games that you play in and especially playing against a team like PSG where the entire team is international players who start for their international team and who play for teams that maybe we'll see in Brazil (at the World Cup).
"It's important playing against these guys and playing at a high level to gain that experience. Hopefully I continue to get better and improve myself while playing against the best in the world."
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