Theo was speaking at the Gran Gala del Calcio on Monday night.
He said: "I believe in it. It's a difficult championship, there are many clubs nearby and we must do what we know and then let's see what happens."
The Frenchman also spoke about his relationship with director Paolo Maldini: "He tells me I'm still young, I still have to improve.
"There are days when I talk to him and he tells me what to do."