The Blues have endured a hugely frustrating 2012/13 campaign, with the Premier League title now beyond them and a group stage exit in the UEFA Champions League suffered in a failed bid to defend their European crown.
Chelsea remain in the FA Cup, a competition they have enjoyed considerable success in over recent years, and face Sparta Prague in the last 32 of the Europa League.
Terry feels claiming continental success for a second successive season would help to gloss over some of the club's struggles, but admits that they also need to be wary of taking their eye off the ball in the battle for a top-four finish domestically.
"We're now in the Europa League and there is one message - we have to go and win it. It's as simple as that," the Blues skipper said in the Evening Standard.
"We have to make sure that we're switched on in European weeks because games will be coming on Thursdays and Sundays, which is a different situation for us.
"We must make sure that after those European matches we come back and win our league fixtures because, a lot of the time, we are going to be a game behind the teams around us by the time we play."
Frank Lampard is also looking for Chelsea to end the season on a high, with it possible that he could be on his way out of the club in the summer - with his current contract set to expire.
The midfielder told Chelsea TV: "At the minute the season hasn't been successful. We should be challenging for titles rather than third or fourth but we're not. And we've not won some cups, we've been knocked out.
"We have to grab the fact that there are a lot of games to play and we have to try to win something."
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