The Brazil international, who joined the club in an £18m transfer from Fiorentina in the summer, was recently voted the worst signing of the season.
Speaking to Tuttosport, Melo said: “I have played for many different clubs in Brazil and I have always won.
“I am also part of the Brazil side, a national team that has always won everything.
“I am used to winning and if I came here it means that I want to win with this jersey, too,” he concluded.
Melo's performances have picked up under new boss Alberto Zaccheroni who has changed the team's system to suit him better.
Juventus recorded their first win in over a month on Sunday when they beat Genoa 3-2 at the Stadio Olimpico in Turin.
The Bianconeri are now sixth in Serie A, one point outside the lucrative Champions League places.