The last of Nigeria's three continental titles came 10 years ago in South Africa.
"We will fight to win the Africa Cup even though it won't be easy," Peseiro he said in an interview with NFF TV.
"Our group is not easy because we are up against the Cote d'Ivoire, who have a good squad and are playing at home."
Equatorial Guinea reached the quarter-final at the last AFCON, better than Nigeria, while Guinea-Bissau beat us at home (in the qualifiers).
"We have to be at our best in our trainings and in our matches."
The Portuguese coach said that more than 70 players had been monitored as he whittled that number down for the final squad.
"It was not easy to choose the 25 players," he said.
The Nigeria squad gathers in Abu Dhabi on Tuesday for a training camp before flying out to Cote d'Ivoire. They open their campaign on January 14 against Equatorial Guinea in Abidjan.