The Blues are preparing for tomorrow night's Europa League Round of 16 second leg against Steaua Bucharest, have a FA Cup quarter-final replay with Manchester United and find themselves sitting fourth on the Premier League table, well behind league leaders United.
Despite this, right-back Azpilicueta suggests there are still three competitions that the Southwest Londoners can win this season.
"We have the squad to play in all the competitions," he said.
"We want to win trophies. Now we have three objectives. This is the next one, to carry on in the Europa League.
"We want to win every trophy. It's an objective and we're not going to sacrifice any competition."