Colchester are the lowest-ranked team remaining in the competition, and stunned the football world by dumping Spurs out on penalties after a 0-0 draw.
“I know the fans want to win a trophy, but not only that, the manager wants to as well," Sherwood said.
“So perhaps he will have said to Harry [Kane] yesterday 'I'm not playing you, I'm not going to take you', and Harry said 'why not? I want to play, I want to win a trophy'.
“It's all about winning for these guys now.
“He's not picked a bad team there.
“Look at Arsenal, look at Man City, look at the changes they made. The reason there isn't many upsets anymore is because all the strong teams are so strong. They're all international players throughout the squad.
“They've got enough - Tottenham's priority this season is to finish in the top four again, I believe they will do that, but they need to progress.
“Progression would be some silverware, and they've one less option now."