The Dutchman confirmed his Barca teammates are still adjusting to Setien's football philosophy.
Frenkie de Jong is convinced Barcelona can win the Champions League this season.
Despite the Blaugrana's shortcomings in the competition in recent seasons, the 22-year-old believes the Catalans have all it takes to be glorious in Europe's elite competition.
"I think we can win it," the midfielder responded to Mundo Deportivo when asked about their chances.
De Jong was also asked to compare Quique Setien, who took over the reigns at the Camp Nou in recent weeks, to former boss Ernesto Valverde.
"There are differences," the Dutchman said. "But neither is about being very defensive or very offensive.
"They have a similar style, they both want to control the ball and possession."But the finer details and the system are a bit different."
De Jong, who completed his switch from Ajax to Barca at the start of the season and has featured 30 times in all competitions so far, also confirmed his teammates are still adjusting to Setien's football style.
"We're working very hard and I think we're going to improve a lot," he added. "We still have to adapt a little to the new tactics and everything else since the change.
"But I'm sure everything will be fine."