The Blues finished runners up in both competitions last season.
“It is difficult to say,” said Cech to Sky Sports.
“It has now been two seasons since we have won the Premier League and that is a massive competition that we want to win.
“There is not a big difference between both. If you can go and win both, that would be the best scenario. Once you go on the pitch you want to win every game.
“We know what it takes to win the Premier League. We know what it takes to reach the final of the Champions League. So we have got enough experience and I hope that will be a major advantage.”
