Twelve points clear in the Premier League, and back home from Madrid with an encouraging draw from their Champions League first-leg meeting with Real, United's attentions switch to the FA Cup when they entertain Reading on Monday night.
"The manager has stressed that he expects to go to the end in all three competitions," said defender Chris Smalling.
"The FA Cup is notoriously unpredictable. Luton reached the fifth round this year, which shows that anything can happen so there is no point looking too far ahead.
"But our home form has been good and another victory can give us the impetus to kick on and get to another final."
United's last final appearance was in 2007, the first to be played at the new Wembley, when they were beaten in extra time by Chelsea.
It was one of a series of unpleasant recent experiences for the Red Devils in a competition they have won a record 11 times.
Ferguson has never forgotten how his side dominated Arsenal in 2005 but still got beaten in a penalty shoot-out, whilst Wembley appearances for semi-finals against Everton in 2009 and Manchester City two years later both ended in disappointment.
It means they have not won the competition since defeating Championship outfit Millwall in 2004, which came as a surprise to Smalling.
"I was quite shocked at how long it has been since United won the FA Cup," said Smalling.