The Senegalese striker joined the Blues from Newcastle United in January and after scoring the winner against Manchester United in the FA Cup quarter-final replay, is looking to bring either that trophy or the Europa League to Stamford Bridge.
"The Champions League is very important but we want to win some trophies as well," said Ba on finishing fourth in the Premier League.
"We know that we are doing very well in two competitions, the FA Cup and Europa League, and we're going to do everything to win them both.
"I've not yet won a trophy. I'm looking for it and I'm looking forward to the semi-final.
"We're going to play against one of the best teams in the country (Manchester City), and it's going to be a tough one, but we will go there to win."