Virgil van Dijk said it "should not be taken for granted" what Liverpool have been achieving before their Champions League quarter-final with Benfica.
The Reds travel to Lisbon on Tuesday still in contention to win the quadruple this season.
Having already won the Carabao Cup, they sit one point off Premier League leaders Manchester City, who they take on in the FA Cup semi-finals.
"We just want to make this season an unforgettable one," said Van Dijk.
"If you said it at the start of the season that we would still be in all competitions at this stage, with a full squad, [we'd have taken it].