The manager is also eyeing a return to Wembley after two visits last season.
The Villans finished in 17th place last season, with Sherwood replacing former manager Paul Lambert in January and overseeing a complete turnaround at Villa Park that saw them avoiding what had looked like certain relegation.
This pre-season will be his first one as a manager, and he says they are looking to improve on last season and push up the league.
"We're looking for an improvement on last season obviously,” he told Sky Sports News.
"We're looking to push up that league and not be in a relegation battle. It would be great to go to Wembley twice again, like we did last season and improve on our league position.”
FA Cup final defeat hard to get over
The former Spurs boss has also admitted that getting over the defeat to Arsenal in the FA Cup final has not been an easy task.
Arsene Wenger’s Gunners comprehensively beat Sherwood’s side in the Wembley showpiece, with his side simply failing to turn up and pose a challenge to them.
It was a disappointing end to their FA Cup run after they had played so well to beat Liverpool in the semi final, and Sherwood says getting over it wasn’t easy as the loss is all everyone remembers and not the fact is was the club’s first final appearance in quite some time.
"It's not easy because what everyone remembers out there is the cup final,” he added.
“They forget that Villa haven't been in the final for a long time. It was a case that we didn't perform when we went there and we have to take that on the chin. I think our fans will take another couple of appearances at Wembley Stadium this season."