The Blues won last year's competition over Manchester City.
"It's hard to be seen as an underdog when you just won the title," said the German.
"We were not the favourites last season but we got better with every match, and grew in confidence. We were seen as real contenders very late in the competition and that can sometimes help.
"Now it is easy to make us the favourites. We have the experience and that brings a higher value to play against us. It is a higher motivation to play against us, and we have to accept this.
"There is no secret. We like the role of being an outsider or a challenger to the title, which we still are. I don't think we are the favourites, but we showed everybody what performances we are capable of.
"It's very important we make ourselves free from these expectations, and these expectations do not become our expectations. We need to stay realistic. We demand high standards and the better we do this, the better for our performance."
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