Benitez has no plans to sacrifice the FA Cup to ensure the Blues secure a top-four finish in the league.
He said: "We will try to win every competition we can and it is still our target to be as close as possible to the top of the table.
"We know the top four is really important so while we'll try to win the FA Cup we will concentrate on the league at the same time.
"The priority at Chelsea is to win trophies every year and to be able to win the best trophies the next year.
"If we want to be in the Champions League, we have to be in the top four."