The Saints take on Sunderland at the Stadium of Light in the fifth round on Saturday and the Portuguese defender is keen to get past that phase and into the final eight before pushing for the final.
"We want a run in the FA Cup because it is a very special [competition] for us. We're going to focus on that and try to win the game," Fonte, who played in Southampton's Football League trophy win over Carlisle United in 2010, told the club's official website.
"We haven't beaten Sunderland yet, but hopefully we will do this Saturday.
"We're in a good situation with the league and we want to finish as high up as possible, but we want to win every game and the FA Cup is something we are looking forward to.
"It would be a dream to go to Wembley again - and win."
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