But he admits his players are attracting a lot of interest from other clubs.
Ajax have already sold 22-year-old midfielder Frenkie de Jong to FC Barcelona in a deal worth 86 million euros (75.18 million pounds).
His 19-year-old team mate Matthijs de Ligt is expected to follow him out of the club for another big fee.
Others like Hakim Ziyech, David Neres, Donny van de Beek and goalkeeper Andre Onana could move to some of Europe’s biggest clubs.
This development is in the wake of the Dutch club’s unexpected progress to the UEFA Champions League semi-finals.
“To say I fear the transfer window is not the right word, but our players are hot right now,” Ten Hag told reporters.
“We left a very positive impression and that is a compliment for Ajax. It will be a heated summer. That (is something) we have to expect.
“But the club’s leadership and I are of the same opinion that we must have the potential to try and achieve again what we did this season.”
An estimated 60,000 supporters gathered on Amsterdam’s Museum Square on Thursday to celebrate Ajax’s domestic league and cup double.
The double was completed when they beat De Graafschap 4-1 on Wednesday to finish three points clear at the top of the Dutch league.
“It was an incredible season and we must continue in the same way. The enemy never sleeps,” Ten Hag added.
“Next season it is going to be a lot more difficult than this season. To reach the UEFA Champions League semi-finals and win the double — that was never a target.
“This season belongs among the best in the history of the club.
(Edited by Olawale Alabi)