Neymar believes Paris Saint-Germain can "make history" by eliminating holders and record 12-time winners Real Madrid when the two clubs meet in the last 16 of the Champions League.

French league leaders PSG were paired with Cristiano Ronaldo's Real in the tie of the round, and big-spending PSG are looking for a rapid return on their massive summer investment.

"We know it will be a difficult match against a team that has been playing together for years and also wants to win, but we can beat them," Neymar said on Thursday as PSG arrived in Doha for their winter training camp.

"We can make history. We're here to do just that, to play football, and we're going to do everything to win," added the Brazilian, who cost PSG a world record 222 million euros ($264 million) in August when he joined from Barcelona.

PSG have never advanced beyond the quarter-finals of the Champions League since the club's takeover by its Qatari owners in 2011, throwing away a 4-0 first leg lead to spectacularly crash out in the last 16 to Barcelona last season after four straight quarter-final exits.

They will travel to Madrid for the first leg on February, with the return meeting at the Parc des Princes on March 6.

Neymar, who was voted third in this year's Ballon d'Or, also admitted it would be "difficult" for him to win next year's award -- a prize that has changed hands between Ronaldo and Lionel Messi for the past decade.

"That doesn't depend just on me, but also on my team-mates and what we win this season. It's obvious that the World Cup will be very important ... but we'll have to do things well as a team first and then think about individual stuff," the Brazilian said.

Neymar has scored 17 goals in 20 matches since his arrival in Paris, but Kylian Mbappe believes the team's attack will become even more potent as the season progresses.

"We have a great attack and I think we can do even better," said Mbappe, who turned 19 on Wednesday.

"We've only been together for five months and we've already been able to develop in certain ways, but in a year it can be even better.

"We know each other very well but there are still some of those automatic reflexes missing to really know one another by heart.

"I think we can get there quickly to do some really great things for PSG. We have lots of talent but to win titles you need a real team, and I think we're capable of doing it."