The United squad have spent the past days training in Marbella.
Asked about the prospect of winning a first trophy, with United in the hunt for the FA Cup and Europa League, James said: “It would mean everything.
“That's why I'm at this club, to win trophies. We've got a great chance in both of them.
“Obviously we've got the Premier League game on Monday and then we have got that Europa League game on Thursday, so we will go into both of those with our heads held high."