After being held to a draw at home by the Greeks, the Royal Blues managed to edge through with victory in Salonika, earning a berth in the group phase for a second year running.
Coach Jens Keller is looking forward to what for him is a first experience in the competition proper, and one he hopes lasts a long time, starting with victory over Group E rivals Steaua Bucharest on Wednesday night.
"We want to get through the group stage so it would be best if we could win this first game in front of our own fans," he said.
"We've worked a long time and very hard to be able to play in the Champions League and all of my players are really looking forward to it."
Keller also believes his side are ready for the group stage after overcoming a difficult first few weeks of the campaign and bouncing back with domestic victories over Bayer Leverkusen and Mainz.
"If we play the way we did in those games, then it's going to be hard to get anything against us," he said.
"We have managed to eradicate the mistakes we were making at the start of the season.
"We've found the right path in recent weeks and worked very well."
Schalke's resurgence has coincided with the arrival of Kevin-Prince Boateng from AC Milan, but Keller feels the Ghanaian is flourishing because of his team-mates.
"Of course we're incredibly happy to have him, but the rest of the team is being neglected a little," he said.
"It's not that he can win games all by himself."
He is guaranteed a place in the starting team, though, with Keller unlikely to make any changes to the side which beat Mainz at the weekend, other than replacing the suspended Jermaine Jones.
Steaua, coached by former Energie Cottbus player Laurentiu Reghecampf, are looking forward to their trip to Gelsenkirchen, sharing the same ambitions as their hosts.
"We want to be in the Champions League next spring too," he said. "If they under-estimate us, then maybe we can cause a surprise. Maybe we can even win the group.
"I said last year in the Europa League that we could beat Ajax and Chelsea, and we managed that.
"I am 100% certain that Steaua can win here. We don't have to, but we can do."