PSG suffered another Champions League heartbreak when they were knocked out of this season's competition at the round of 16 stage by Bayern Munich.
Mbappe has won four Ligue 1 titles with PSG since moving from AS Monaco in the summer of 2017 and has a World Cup winner's medal with France but the Champions League remains elusive.
The 24-year-old snubbed Real Madrid to extend his stay in the French capital last summer and wants the next highlight of his already illustrious career to be a win in Europe's premier club competition with his hometown club.
The closest Mbappe has come to winning the Champions League was when PSG lost the 2020 final 1-0 to Bayern Munich.
"The next level? To win the Champions League, I think," Mbappe told France 3 show Tout Le Sport.
"I've already made a final, semi-final, quarter-final, round of 16… I have done everything except winning.
"That's all I need. I hope it will be as soon as possible.
"Where? At Paris Saint-Germain. I'm Parisian and under contract. So it's Paris Saint-Germain."
Mbappe has scored 31 goals in 35 appearances for PSG this season.