The Red Devils only secured a berth in the competition by winning the FA Cup last term and the coach is looking to make the most of their opportunity in the tournament.
Ten Hag told TNT Sports: "We really had to fight for it last season, to be in. So it was a great feeling after winning the FA Cup final that we are in Europe.
"This club belongs in Europe. It would be a huge miss if you are not there.
"We are really looking forward to it. Eight games to play in Europe. We want to be there. We want to compete there. We want to win."
United began their Europa League campaign against Dutch side FC Twente on Wednesday (25.09.24) and Ten Hag has called for his players to take the game to the opposition at Old Trafford.
He said: "In every game, we want to be proactive, we want to be dynamic, we want to play on the front foot.
"We want to take the initiative, and that's what I expect my players to do.
"We have a good team. There's a good dynamic, there's a good spirit all over in the club, to be successful.
"We know we are not there, where we want to be. We know we have to work hard, but everyone is positive around us.
"They fight. Everybody wants to co-operate. We want to be together and we have a strategy of how we want to do it."
Ten Hag relishes the different challenges posed by European football and is confident that his players will respond to the demands of the competition.
He said: "I always enjoy it, European football. You have to compete with an opponent from different cultures, different football cultures and different leagues, so it's different players.
"You really have to put the effort in to know teams, to know their philosophy. It's so nice.
"But also, the European nights, often a certain vibe comes in. When you raise this vibe, the team can lift up and improve. You feel stronger after such nights, when you can have the success."