Ba struck a spectacular FA Cup winner against Manchester United on Monday.
Ba, 27, insisted: "When you retire, no one remembers that you finished in the top four.
"But they do remember you won a trophy, so it's important as a player that you win a trophy. Yes, the top four is very important - but we want a trophy.
"We are looking very good in two competitions - the Europa League and the FA Cup. And we're going to do everything to win them both."