The Saints qualified for last season’s Europa League but failed to make it out of the group stage of the competition.
The south-coast outfit finished eight in the Premier League last term to miss out on Europe and Stephens wants to put that right in the upcoming campaign.
However, with the gap between the richest clubs and the lesser sides seemingly growing with every transfer window, the versatile defender knows that it will not be easy.
"Of course it’s hard because there are so many big clubs in this division and they are spending an awful lot of money," he said. "It’s always going to be difficult for us, but we feel confident we can beat any team on any given day, so it’s just about getting the consistency right.
"I think if we can do that there is no reason we can’t finish in those European places. We tasted it last year and we were disappointed to go out in the group stage."
Stephens made his debut last season and went on to make 23 appearances in all competitions and he now wants to push on to make himself a regular in the starting XI.
"I think for me I just want to carry on where I left off last season and cement my place in the team, and help the team get as many points as possible," he added.