Myhill and his Birmingham team-mates are due to travel to Madeira to face CD Nacional in the first leg of their Europa League play-off on Thursday.
Myhill, who joined the Blues from West Brom in July told the Birmingham Post: "From my point of view, after having not played much football, it's great. Every game you can get involved in is really good.
"Obviously this football club's priority is to do as well as possible in the Championship and anything else we can do, any other run in the cups we can go on, will be a bonus.
"It's just something people will point at, being a distraction or a hindrance if things don't go well, but we think that we have got the players to make sure we have a successful season on all fronts."