The Clarets are currently enduring a five-year trophy drought, last tasting success when the 2010/11 Arabian Gulf Super Cup followed their top-flight triumph the season before.
Valdivia, 32, was the headline addition for the ambitious club last summer and the Chile maestro is sure they possess the desire to lift silverware once again.
“Inshallah (God willing), as they say in Arabic,” he replied when asked about future success. “Inshallah.
“Our mentality is to go very far. This is because Al Wahda is a good team and an important team here in the UAE.
“We go step by step. Inshallah, at the end of the season we take something important for the club.
“We are a team. We have good players.
“Our mentality is to go far and step by step. We are very hungry to be champion and to reach the AFC Champions League.
“Step by step we go, but slowly. We do not like to speak too much, only to work.”
A host of Middle Eastern and Chinese clubs were beaten by Wahda to El Mago’s signature, bringing him back to the UAE on a two-year deal once his contract at Brazilian giants Palmeiras expired.
Alongside the fellow new arrivals of ex-Mexico manager Javier Aguirre and former Arsenal midfielder Denilson, huge things were expected after he performed a leading role in Chile’s Copa America success in July. But a well-worked opener in Friday’s 2-1 derby win against Al Jazira was just his fourth goal in 10 Arabian Gulf League matches.
“I am training to do my best,” Valdivia added. “I am training to do my best in every game.
“I could not play in the last game (a 1-0 loss at Al Shabab) as I felt a bit sick. Before this game against Jazira, three days before, I had no power and force.
“But it was a derby and when you play, you have to win.”