Khedira was asked about his side's chances of a ninth straight Scudetto and a first Champions League since 1996.
He said, “I want to make my dream of winning the Champions League with Juve come true because I love the club, the team and the city.
“We mustn't hide. We didn't buy Ronaldo or De Ligt to go out in the quarter-finals or semi-finals.
“The club are aiming to win the trophy, even if only thinking about that would be fatal. The title race this season will be more exciting than the last one.
“We need to start the season focused and draw belief from that into Europe. It would be a good season for me if I could play 80 percent of the games and win the three main trophies with Juve."