The prolific Norwegian striker stole the show yet again with a stunning five-goal haul as City thrashed RB Leipzig 7-0 on Tuesday.
His performance propelled City into the quarter-finals and underlined their determination to finally win the one major prize that has eluded them.
"Of course the club want to win the Champions League," said Haaland, who has now scored a staggering 39 goals in 36 appearances for City since arriving from Borussia Dortmund.
"They've won four out of the last five Premier League titles. They didn't bring me in to win the Premier League because they already know how to win it.
"So, you can read between the lines. I'm here to try to help the club develop even more and to win the Champions League for the first time."
Haaland had people reaching for the record books as he almost single-handedly dismantled Leipzig at the Etihad Stadium.
In becoming only the third player to score five in a single Champions League game, he took his tally in the competition to 33 goals in 25 games. That made him the quickest player to reach the 30-goal milestone and, at 22 years and 236 days, the youngest.
In addition, he also eclipsed Tommy Johnson's 1928-29 club record of 38 goals in a single season.
Despite all that, he insisted his appetite for goals was far from satisfied and he hopes to get even better.
He told CBS: "I knew I was going to score goals because, last season, how many did they score? Probably 100. When I saw them without a striker and they were crossing the ball in, I was like 'ah, I'd love to be there!'
"But there is so much potential in this team and I think we can improve a lot. It's an easy thing to say but I could have scored more goals. I missed a lot of chances.
"I can get better in everything. I have to be much better - heading, combining, everything."
City's performance emphatically dispelled any concerns after their 1-1 draw in the first leg last month.
Ilkay Gundogan and Kevin De Bruyne also got on the scoresheet as they wrapped up an 8-1 aggregate success.
"The feeling is amazing," said Haaland, who has now scored five hat-tricks this season. "It's a statement to the tournament, a tournament I love. I'm really proud and happy."