Anorthosis have impressed in their first season in the Champions League after a goalless draw at Werder Bremen and beating Panathinaikos 3-1.
“It is a surprise for you, but not for us. We knew all about our quality,” Dellas told the Corriere dello Sport.
“We have already arrived. We are in the Champions League, which is a major milestone for our club and for our country, which has never participated in such an important tournament.”
The former Roma defender added: “Inter are formidable.
“They are the favourites not only for the group, but also for the whole Champions League. But in a one-off game anything can happen. We will try to go for a shock.”