Los Rojiblancos beat Athletic Bilbao 2-0 in last season's Europa League final to claim a place in the Super Cup against Champions League winners Chelsea, but the 29-year-old has admitted he would rather go without silverware than disappoint in the domestic season.
“There is no point winning the Super Cup if we finish the league in 10th," he told El Mundo Deportivo.
"Atletico should always be challenging for Champions League. They are a big club: by budget, by fans. That is the main objective.
"It is a competition necessary to qualify for because of the income [it generates]. And then, well, we will fight for the Copa del Rey and try to finish as well as we can in the Europa League."
The former Zaragoza man then concluded the interview by explaining why they must forget about last season's European triumph, and continue to grow under boss Diego Simeone
"The past is the past. It's nice to win titles, but that's over. We must continue to grow. We cannot anchor the squad in the past.
"This team is capable of finishing higher in the league, and being amongst the top four. That is the target for the club.
“[Diego] Simeone calls for constant effort. I identify with that. His style calls for self-sacrifice, and I think I have that."