"We are just one step away from passing the group stage and Milan absolutely believe they can do it," he said during a press conference, according to Punto Sport.
"But we don't just want to get to the knockout stages, we are participating in this competition to win. This club have it in their DNA and it is out duty to aim as high as possible.
"We have the passion to tackle a tough match like tomorrow [Wednesday]. Marseille are a very strong team."
Milan have won the European Cup seven times, only second to Spanish giants Real Madrid. Seedorf himself has won the trophy four times, including twice with Milan in 2003 and 2007.
Adam Scime, Goal.com