The U19s travel to Borussia Monchengladbach again on Wednesday knowing a positive result is required if they are likely to progress to the knockout phase, but Grimshaw insists City believe they can win the competition this season.
He said: “We’ve come off the back of two bad results which is a blow because we are aiming to win this competition.
“In every match we’ve played well - especially in the first game at Barcelona where we were easily the better team - but it’s about who takes their chances.
“It can all come down to how it goes on the day. Some days everything can go in while on other days their goalkeeper can play well or it might not be your day in terms of finishing, but against Barca, they were more clinical in both games.
“Believing we can be European champions isn’t something we say just to please people; we know we have the ability to do it.”
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However, the lifelong Manchester City fan is adamant that the young Blues must stay true to their passing style if they are to succeed.
“We are a team that like the goalkeepers to get involved with outfield play because we all know it’s going to help us,” he said.
“We’ve got to believe in what we do and we don’t take too many risks. It can look risky to some people, but we do work on it a lot and we know exactly what to do.
“Sometimes there might be a mistake here and there, but we know the amount of times it helps us keep the ball will benefit us overall.”
There will be full coverage of Borussia Monchengladbach v Manchester City in the UEFA Youth League on mancity.com.
After Gladbach, City’s Premier League 2 team welcome Chelsea to the Academy Stadium. Visit the ticket office for information on how you can support our future.