Ex-Bayern Munich player Dante has helped Nice climb to the summit at the midway point of the season.
They are two points clear of nearest rivals Monaco and five ahead of champions Paris St-Germain.
"Anything can happen. We need to concentrate 100%. We have a chance," said Dante in an interview with BBC World Service's World Football.
Lucien Favre's side have lost just one of their first 19 league games and entertain struggling Metz on Sunday.
"When I wake up I only think to win every game because this season we can make some big dreams come true," added Dante, who joined Nice from Wolfsburg in August.
Former Manchester City striker Mario Balotelli has scored eight goals in nine league games for Nice since joining from Liverpool in August.
Dante said: "Mario is world class. He is so important here and a very good guy.
"Everybody says he is bad boy. Maybe in the last group he made some mistakes but I speak to him and he only wants to play football now."
Listen to World Football's full interview with Dante.

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28 January 2015 Last updated at 07:43 GMT
But apart from sounding impressive - the train in this clip has a really important job.
It's used to clear away old 'ballast', the rocks and stone that support the train tracks, and replace it with new stuff.
It's travelling overnight between Norwich and London at the moment to make sure the train line is in good shape. You can see it in action above.

11 July 2017 Last updated at 15:55 BST
On the tiny island of Muck in Scotland there's only one school with just 9 pupils!
Muck measures just 2.5 miles from east to west and has a population of around 27 people.
Whitney went to spend a day at the island school...
Nice can "make dreams come true" by winning Ligue 1 for the first time since 1959, defender Dante says.
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At half a mile long, it's Britain's longest ever train - and can be found travelling through the night with a small army of workers onboard.
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What's it like to have your whole school in just one class?