"We aim to reach Europe," he said, when asked what Watford could achieve.
Behrami was also quizzed about Mazzarri, who he played under at Napoli in the past before the 55-year-old briefly took over at Inter.
Following the sacking of Frank De Boer by Inter this week, it was put to Behrami that the Nerazzurri had made a mistake in sacking the Watford head coach after less than a year in charge.
"I'm biased to the relationship that binds me to the coach," he added.
"Certainly the choices of recent years suggest that [Inter] could have had more confidence. He's a coach who is totally dedicated to the work on the field and could also begin a cycle, as he did in Naples and as I hope will happen even here in London [sic]."