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Carlo Ancelotti's team had a perfect start to the season and now are undisputedly topping the Premier League table, thanks to a five-match winning streak.
The Blues also eased to a 4-1 win over MSK Zilina in their UEFA Champions League opener and are tipped to stay in contention for the competition's title till the advanced stages.
Drogba, who has been as influential as ever with Chelsea over the past games, dreams of triumphs on all fronts, although he believes such an achievement wouldn't be a doddle.
"It's very difficult, this is a very difficult thing to achieve," the 32-year-old told Sky Sports News.
"Why not? If we do it it will be an amazing season. I think to keep the title will be difficult, even if people see us as one of the best teams with Manchester United, Arsenal and Liverpool.
"But it will be difficult this season. That's why we're here - we want to prove we are the champions and we want to keep the Premier League trophy."