Bakayoko reached last season's semifinals with AS Monaco and hopes to do better with his new club.
He recalled: "We could have handled the return game against Juventus in the semi-finals better, but in the end it was a good season for us in the Champions League because people were not expecting it. A few years before the club was in Ligue 2.
"Now the aim with Chelsea is to win this competition," adds the 23-year-old. "If you don't win it, it's a failure. I hope with this match against Qarabag we can qualify and continue on the right path."
The Azeri side evoke happy memories for Bakayoko, for it was during the reverse fixture in September that he opened his account for the Blues, on his fourth appearance since signing in the summer.
"I felt a lot of emotion. I was very proud to score my first goal and in front of our fans as well. It brought me great pleasure.
"I was very happy to score and I hope I can continue like this, starting today."