She is back in Stuttgart this year and plays Caroline Garcia in the first round later on Tuesday.
"When you've experienced grand slam victories, it's absolutely natural to have that goal in your mind," Sharapova told CNN.
"It would be silly for me to say my goal for this year is to win a lower-tier tournament because I strive to be on the big stage and to win on the big stage.
"I've experienced it, and I know what it's like and I want that feeling again. I continue to work for that."
Sharapova, who won her last grand slam title at the 2014 French Open, has no plans to retire.
"I haven't set a time table for myself, but I've always said that I would do it on my own terms... " she said.
"I'd love to play in another Olympics, but I don't know if that will happen and at this point in 2018, I don't really want to know. I want to keep going and I want to keep working and see where that takes me."
(Reporting by Aditi Prakash in Bengaluru, editing by Ed Osmond)
