The Gelsenkirchen club were the last German top-flight outfit to start their pre-season preparations as they held their first training on Saturday in the absence of a handful of key players, notably Euro 2012 participants Benedikt Howedes, Klaas-Jan Huntelaar and Kyriakos Papadopoulos.
And as their preparations for the 2012/13 campaign get underway, Stevens has set the bar high for his troops.
"Our objective is always a spot in continental competitions, and when possible a decent participation in the Champions League," Stevens told Transfermarkt.
Stevens guided his side to a third-placed finish last season, behind arch-rivals and champions Borussia Dortmund, as well as Bayern Munich.
Ten players have left the club this summer, including six who had already spent last season out on loan, while former Real Madrid forward Raul notably left for Qatari outfit Al-Sadd.