The Blues managed a goalless draw against Barcelona at Camp Nou on Tuesday.
“Last season was very hard, that is why we are here,” Anelka told Sky Sports News.
“I think it was a tough game in Barcelona, but we managed to draw the game and we have a good chance to go through.”
He added: “We have a good chance – if they score a goal it will be difficult but we have to attack and try and win the game.”
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Liverpool have unveiled their new home kit for next season, sticking with the hugely popular retro styling of the current shirt.
The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.