And the France star admits the allure of the European stage make the Champions League special and says he’d pick it over any other tournament.
When asked if he'd prefer to win the Premier League or European Cup this term, he said: "I would choose the Champions League because it is an exceptionally difficult competition. It’s not easy to win, so you should always grasp the chance to win it.
"For the Premier League, you always have the opportunity to win when you play for a club like Chelsea. So, if I have to choose between the two, it would be the Champions League.
"The Champions League has a different feeling to it, compared to other competitions. It is the number one competition in the world. It’s always been my dream to play in the Champions League and win it."
Bakayoko has impressed since coming into the Chelsea team and may be rested tonight with Arsenal to come on Sunday.
Bakayoko at Chelsea training ground after signing with club
But he insists he wants to be involved.
"I am really determined to start the competition with Chelsea," he said. "Since I was young, I have had a good career and I gained a lot of experience last season.
"Chelsea is a great club, they always want to win trophies. So, it is certainly very important for me give my best for the club.
"The Champions League puts the pressure on us, especially when playing for a very big club like Chelsea. Chelsea want to win so we want that atmosphere and that pressure."
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