Romain Saiss says Wolves are determined to build momentum this term after their disappointing end to the last campaign.
Nuno Espirito Santo's side enjoyed a fine 2019-20 season, their second after promotion to the Premier League, but faltered in the run-in.
Wolves lost three of their final six Premier League games to finish seventh in the table and miss out on a spot in Europe for this season.
They did go on to reach the last eight of the Europa League but were beaten in the quarter-finals by eventual winners Sevilla.
"I think we were just a little bit disappointed about last season because we got more points, but we didn't get the Europa League," said midfielder Saiss, who scored in Monday's season-opening 2-0 win at Sheffield United.
"So, it was sad, because we worked a lot over a long season and didn't get what we wanted.
"But we are going to work again this season to improve in terms of points and, hopefully, in terms of places in the table.
"It's a good start, and now we'll take it game by game and try to improve week after week."
Wolves are back in action on Thursday as they host Championship side Stoke in the second round of the Carabao Cup.
Morocco captain Saiss feels the lack of European football this term will spur Wolves on.
The 30-year-old said on the club's website: "It was fantastic, so we want to go back to Europa League football as we know the feeling of that competition.
"We want to go back, of course, so we will do everything to finish as high as possible in the table.
"I think we're confident. We have to stay humble but we have everything to achieve something good."