The Foxes meet Chelsea tonight.
"Once you get a taste of silverware like we did last year we almost want to get as much as possible," he said. "We know it doesn't always work like that but we will be going in to obviously try and get as far as we can.
"It is a tough game and I am sure they are going to want to come pretty strong as they are not in any European competitions this year. They are only playing weekends in the league. It is going to be a tough game.
"We're going to have to go into it and be at our best as we want to go as far as we can in every competition."