Manchester City manager Manuel Pellegrini says he wants to mark his debut season in England by securing all four trophies they are competing in.
City are second in the Premier League table, lead West Ham 6-0 in the Capital One Cup semi-final and face Barcelona in the Champions League last 16.
"It's difficult [to win all four] but we'll try," Pellegrini said ahead of Wednesday's
"It's important to have the mentality."
No club has won the Premier League, Champions League, FA Cup and League Cup in one season.
City's neighbours Manchester United secured the Premier League, Champions League and FA Cup treble in 1998-99.
But they failed to win the League Cup, losing to Tottenham in the quarter-finals.
"We know that during the season, with injuries and the amount of games you have to play, it is very difficult," added Pellegrini, whose side are one point behind Premier League leaders Arsenal with 17 games remaining.
"That's why nobody has done it before. But I think we must have the mentality to try to do it.
"But we're not thinking of winning the four competitions, we are just thinking of winning the FA Cup tie against Blackburn.
"Then on Saturday we will try and beat Cardiff in the league.
"There are going to be five or six teams fighting for the Premier League until the end."
Pellegrini was confirmed as City manager after signing a three-year contract in June 2013.
The 60-year-old Chilean arrived from Malaga to replace Roberto Mancini, who was sacked the previous month after City failed to win a major trophy during the 2012-13 campaign.
Pellegrini insists he is taking the FA Cup seriously, with Argentina forward Sergio Aguero returning to the squad for Wednesday's replay with Blackburn after being out since 14 December with a calf injury.
City were held to a 1-1 draw at Ewood Park on 4 January.
"It's a very important cup because it is a very traditional cup," said Pellegrini.
"The most important thing for this team is to try and have the mentality that it doesn't matter what competition you are playing, it's important to play well and to try to win."