Frank Lampard refused to contemplate the possibility of a Champions League and FA Cup double after Chelsea came from behind to beat Arsenal in the FA Cup semi-final.
The Gunners took the lead through Theo Walcott but goals from Florent Malouda and Didier Drogba were enough to send the West London club into the FA Cup final.
The Blues reached the last four of the Champions League in midweek but Lampard told Setanta Sports 1: "It's going to be difficult - we are confident but we never get too far ahead of ourselves.
"It means loads, we take this competition very seriously.
"We came back strongly (after Tuesday) and I think we deserved it."
Arsene Wenger believes Arsenal gave away "cheap" goals and also criticised the state of the pitch at Wembley, although he refused it as an excuse for the Gunners' defeat.
The Frenchman said: "It was a game where any mistake in the end could be costly.
"It is disappointing because we had a good start and after we dropped off.
"The game looked as through it would finish as a draw - I felt we gave two cheap goals away."
Goalkeeper Lukazs Fabianski appeared vulnerable throughout and should have done better with the goals.
Wenger went on: "I feel sorry for him because he is a great goalkeeper.
"But we have to take that on board."
He still showed his unwavering belief in his young side though saying:
"When you are so close and you are 20 years of age I don't know why you would be desperate."Chelsea counterpart Guus Hiddink paid tribute to Drogba as one of the best strikers in the world.
He said: "He is proving already he is so dangerous, very strong and physically fit.
"We respect each other very much but also challenge each other without thinking this is a big name."
The Dutchman also insists he will not be at Stamford Bridge beyond the end of the season when he returns to focus solely on his job as Russia coach.
"Regardless of the results, we have been clear.
"I have my commitment and everyone knows what my situation is."
He went on: "It means a lot to the team and also a lot to me.
"To come in February you have your small dreams and one of those can be an FA Cup final.
"I think we deserved (the win) for the way we played after the sloppy period in the first half.
"The second half we were dominant and it was a matter of time before we scored."