Captain Steph Houghton immediately set her sights on retaining all three trophies after Manchester City added the SSE Women's FA Cup to their collection.
The reigning Women's Super League champions and WSL Continental Tyres Cup holders swept aside Birmingham 4-1 in the final at Wembley to lift the FA Cup for the first time.
Goals from Lucy Bronze, who was outstanding at right-back, young midfielder Izzy Christiansen and reigning FIFA world player of the year Carli Lloyd propelled City into a commanding half-time lead.
Jill Scott added the fourth goal after Birmingham had replied through Charlie Wellings.
After the game Houghton told the BBC: " We've got to make sure that we retain these titles and we've got to make the next step in the Champions League. We've had a little taste of the semi-finals but we want to keep going until we win it.
"Obviously being favourites today there was a little bit of pressure but this team is about big players who play on big occasions and that was shown in the first-half performance when we were unbelievable.
"Credit to Keira (Walsh) because she's young and she makes our team tick and I'm just delighted for every single one of us."
United States international Lloyd, whose three-month stint with City ends next month, was pleased to play her part in the club's first FA Cup success.
"It was a fantastic team performance," she said.
"This group's been trying to get this trophy for quite some time. I've come in and helped to push that along.
"It feels good to come back to Wembley and win again.
"It's a very good place - hopefully I'm back at some point again. It's a quality win to get that today.
"To come out - fight, hungry - it just shows the character. It's a great group of girls. I've enjoyed being here."
Midfielder Walsh was named the player of the match and she admitted the three early goals helped settle City.
"They came quite fast and as a team I think we were just really pleased to get the three goals and get the game sorted, so it was a really good feeling for us," she said.
"It feels unbelievable to win this. It's considered the biggest trophy in England and it's the only one we've not won so far so it's a great feeling to be able to take the trophy back to Manchester."