Gareth Bale has targeted the treble after his "dream come true" winner in the Copa del Rey final.
The Welshman scored a brilliant individual goal as Real Madrid beat Barcelona 2-1 in Valencia.
Real Madrid lie second in La Liga and will meet Bayern Munich in the last four of the Champions League.
"It was really special," Bale, 24, said. "We've won the first of the three available titles and we have to keep fighting for everything."
Bale's winner came five minutes from time as he outsprinted Barcelona defender Marc Bartra from the halfway line before shooting past keeper Jose Manuel Pinto.
Real had taken an early lead through Angel Di Maria, but Barca levelled through Bartra's second-half header.
Former Tottenham star Bale had been accused of failing to influence Real Madrid's big matches since arriving at the Bernabeu in a world record £85m switch last summer.
He has scored 20 goals in all competitions, including 14 in La Liga, but failed to find the net in four league encounters with title rivals Atletico Madrid and Barcelona, as well as the Champions League second leg against Borussia Dortmund.
After leading Real Madrid to their first trophy since 2012, coach Carlo Ancelotti says the goal proves Bale can influence key matches.
"It is certainly the most important goal of Bale's career," he said. "It came at a decisive point of the match."
Real are three points behind leaders Atletico Madrid in La Liga with five games remaining and host holders Bayern Munich in the Champions League semi-final first leg on Wednesday.