Palace face Ukrainian side Shakhtar in Krakow, Poland, on Thursday before the second leg at Selhurst Park next week.
Spain’s Rayo Vallecano play French club Strasbourg in the other semi-final.
“The closer you come, the more you want it,” Glasner told a pre-match press conference when asked about the possibility of lifting another trophy following last season’s FA Cup triumph.
“When you play a semi-final, it makes sense: I want to play the final because nobody will say it’s fine playing a semi-final and losing. That’s why we are here.”
The Austrian is bidding for the second European trophy of his managerial career after winning the Europa League with Eintracht Frankfurt in 2022.
“At the end, you always get what you deserve,” said Glasner. “We have huge desire, we have the confidence and the belief we can win against Shakhtar, but we always have huge respect for the way they play.”
Glasner, 51, guided Crystal Palace to FA Cup glory in his first full season in charge as the Eagles lifted the first major trophy in their history. They also won the Community Shield at the start of this season.
However, Palace’s FA Cup defence ended prematurely as they were dramatically knocked out in the third round by non-league Macclesfield in January.
Glasner announced the following week he would leave the club when his contract expires at the end of the season.
This appeared to be a protest at a transfer policy that saw several high-profile players leave Palace, with those that remained at Selhurst Park “abandoned completely” by the club’s hierarchy, according to Glasner.
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