The South Coast side currently trail fifth-placed Everton by seven points, although that is not deterring Redknapp's hope that his team can overcome The Toffees.
"The final is five weeks to go so it is back to business with the league," said Redknapp.
"It is all about the Premier League from now and we will think about the final when it comes around.
"I would love to finish above Everton but they are seven points ahead of us with a better goal difference so it is going to be hard.
"But we do not want to fade away in the league. We want to finish as high as we can and we have had a couple of good wins at West Ham in the last couple of seasons."