City face last year’s runners up, Paris Saint-Germain, in a two-legged semi-final, starting with a trip to the French capital on Wednesday evening.
We have reached the last four stage of the Champions League for only the second time in our history, and Mahrez warned against talk of winning the competition at this moment.
However, should City go on to lift the trophy this season, the Algerian admits it would realise an ambition shared by the entire squad.
“The Champions League is the thing we are missing,” Mahrez commented in a pre-match press conference.
"I don't think anyone in our team has won it before.
“It is the best thing you can play for and win.
"If we can try and get to the final, then we will see. The most important thing is tomorrow and hopefully we can go through.”
The Algerian declared that his confidence is sky high thanks to his regular game time, and is ready and raring to go ahead of our Champions League showdown.
“When you play more you are more decisive and the confidence is high,” he revealed.
“When the confidence is high, it is easier for you to perform.
“I am very happy and when I am like this it is easier to perform. I think I am better.”
Hear Riyad Mahrez's thoughts in full via the video above...