The Argentine arrived this summer from Manchester City.
"We all dream of winning the Champions League, but the Scudetto remains our main objective," said Tevez.
"There was a bit too much pressure (at City). We were the giants of Europe, but we have no right and we went out for two consecutive years in the first round.
"(Roberto) Mancini? He's a winner. Anyone who knows him knows that he always wants to win."