That is according to Alexis Sanchez, who believes the team under Ole Gunnar Solskjaer are a match for any club in Europe.
The Red Devils have been in red-hot form since Jose Mourinho’s sacking, winning 10 of 11 games in all competitions.
PSG visit Old Trafford on Tuesday in another big test of United’s credentials.
And the round of 16 first leg will further help to indicate exactly how far Solskjaer has brought the team forward in so little time.
Sanchez is not one to have flourished as yet under the new manager as he works to regain full match sharpness.
The £500,000-a-week superstar missed all of December through injury and is fighting to break into the starting XI.
But the difficulty in doing so goes to show how impressive the Manchester United players have been in the past two months.
French champions PSG, even without injured duo Neymar and Edinson Cavani, will pose a huge challenge on Tuesday (8pm).
“I hope I can win it one day and why not here?”
But Sanchez is confident the club have come a long way since Solskjaer’s arrival – so much so they now believe any opponent is beatable.
“The Champions League is a dream for any footballer,” Sanchez told the Sunday Mirror.
“I lived with that dream at Barcelona and saw what it was like. I hope I can win it one day and why not here?
“We have got through the group stage and PSG is next. It’s a big test but it’s 180 minutes of football – anything can happen.
“United is a club with so much history and is capable of beating any rival.
“If we win at Old Trafford and we don’t concede, then I think we would be favourites for the second leg.
“I think we can do that and I see this United team with a lot of chances to score in Paris.”
Sanchez is expected to be named among the United substitutes for the PSG clash in two days’ time.
Left-winger Anthony Martial shone at Fulham and is likely to have earned himself a starting role alongside Marcus Rashford in attack.