Setien, 61, succeeded Ernesto Valverde in January this year and arrived with a sterling reputation for his style of football - despite not winning any silverware over his career.
And the Spaniard admits the suspension of football during the coronavirus pandemic has him dreaming of securing his first major trophies with the Blaugrana, to parade in the Cantabrian pastures of Liencres.
'I have been telling the player that I'm in a hurry, that I have no time to lose, and that I would like to win the Champions League and LaLiga," Setien told TV3.
"If it can be both, better. And of course, I have dreamed of walking around Liencres with the cows while holding up the Champions League trophy and showing it to them."