Despite the team's strong record at the Etihad, with 21 consecutive group-stage and League Phase wins, they have struggled in the Champions League recently, losing four of their last five matches.
Donnarumma was first asked about his feelings during the summer when he was approached by several clubs after being pushed out of Paris Saint-Germain.
"I was very clear about my desire to join Manchester City," Donnarumma said. "It was my first and only option, and I'm happy to be here as part of this fantastic team and give my all to this badge."
Donnarumma also spoke about the move to Manchester and how manager Pep Guardiola was eager to bring him in this summer after Ederson's departure for Fenerbahçe.
"The relationship between me and the team strengthened before the summer," Donnarumma said. "I knew the coach was pushing for my arrival, and it gave me pride to see such a demonstration of affection from them."
Donnarumma then spoke about the praise from Guardiola, who stated that he will deliver the quality needed in goal for years to come.
"It's an honour and a pride to be here and to have him as my coach," Donnarumma said. "I still have a lot to improve, and my objective is to keep improving and give my all for the team."
Finally, Donnarumma was questioned on the Champions League and whether he wants to thrive in it again, much like he did with last year's winners PSG.
"One of our objectives is to always dream big, but do it with humility," Donnarumma said. "We have to think about match after match, game after game, and tomorrow will be a difficult one against a great team."
Donnarumma knows Napoli well, having played against them before and having national team team-mates on the team.
"I know the city, the coach, and some of my national team team-mates are there," Donnarumma said. "It's a great team we're playing against, and I will say these things in the changing room."