The Reds loanee played a starring role as the Blades booked their place in the Wembley FA Cup semi-finals with victory over Charlton Athletic on Sunday.
Coady told the Liverpool Echo: "The manager and the staff at Liverpool all take an interest in how I am getting on at Sheffield United. They will often text or call, and it is nice to know that I am still in their thoughts. They haven't just sent me out and left me.
"As I say, it's up to me now to prove I can cut it. That's what I am aiming for at Wembley, and in the remaining league games as well. It's a big challenge for me, but I'm well up for it."
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