The French champions have taken nine points from their opening five Ligue 1 fixtures, drawing all three of their away matches against Reims, Evian and Rennes.
However, Van der Wiel, who left Ajax for PSG in 2012 having played in Amsterdam since the age of eight, insists Laurent Blanc's men are confident in their abilities going into another European campaign.
Referring to Sunday's 1-1 draw in Rennes, the full-back told Le Parisien: "It was not a good result and we are disappointed but not worried.
"We know the quality of our team. Rennes defended well, but from our side, we should have been able to keep it at 1-0 and not concede. It was our mistake."
And Van der Wiel, who will likely join Zlatan Ibrahimovic and Maxwell in turning out against his former club this week, admits it will be strange to don the shirt of PSG, who reached last season's quarter-finals, at the Amsterdam Arena in the Group F clash.
"It'll be weird to play against them because I still have many friends there," he added. "Actually, I know everyone.
"Ajax, in front of their own fans in the Champions League, will seek to push high up. It's obvious.
"I know the coach [Frank de Boer] very well and it is not his game to sit back and wait.
"It's a young team, with elements that can come into the first team. They are, above all, a collective.
"There will be opportunities, but we better be vigilant and at 100 per cent because it can quickly become difficult."
Dutch champions Ajax have experienced a similar start to the season to PSG - also picking up nine points from five matches.
Back-to-back defeats against PSV and Groningen caused some concern for De Boer, but the men from the Dutch capital returned to winning ways on Saturday with a 2-1 victory over Heracles.
Ajax have not qualified from the group stage since the 2005-06 season and are likely to be challenging PSG for second spot, with Barcelona and APOEL the other teams completing the line-up in their group.
Viktor Fischer has been out with a knee injury since February for Ajax, while David Luiz (knee), Thiago Silva (thigh) and Serge Aurier (head) are doubts for PSG.
