Virgil van Dijk says it would be a "dream" for Liverpool to win a historic and "almost impossible" quadruple.
Liverpool lifted the Carabao Cup in February and are still in contention to win the FA Cup, Premier League and Champions League.
Jurgen Klopp's side beat title rivals Manchester City to reach the FA Cup final on Saturday.
"Nobody did the quadruple and there is a reason for it - because it is almost impossible to do," Van Dijk said.
Liverpool are one point behind league leaders City with seven games remaining.
They host Manchester United on Tuesday and face a tricky run-in to the end of the season, including matches against Merseyside rivals Everton and Champions League-chasing Tottenham.