As they struggle in the Premier League, Rosenior says winning the Cup will be good for the club and his players.
Ahead of today's quarterfinal with Port Vale, the Blues manager said: "I want to focus on a massive game tomorrow where if we win, we can make an FA Cup semi-final.
"And I want to focus on us still making the Champions League, which is a big possibility.
"We want to win. No matter what the competition is, we always want to win. It's not about me, I've said that before. It's not about me winning silverware. It's about this club being successful now and in the long term.
"To do that, you have to go through difficult moments. You learn a lot about the characters in your group. And I'm talking about the characters, not just in the playing staff, but the support staff, coaching staff, and myself.
"You have to go through these processes, this pain, to make sure you make good decisions moving forward."