The Red Devils, who have never won the Europa League before, will face Dutch side Ajax in the final at Stockholm's Friends Arena.
He said: "It's a European trophy this club has never won. We can make history for the club, so that's the only thing I have in my mind. I always respect the opponent because they want to make history, as well. But I don't have anything else in my mind apart from winning the final and trying to get the trophy for this club.
"I'm happy, but the season is not finished yet. We can really make a great season, but it is all about Wednesday. I'm happy with my performance, but I'm never happy enough, because I think if you are too happy you can get relaxed, and that feeling is not good. You have to keep playing and keep focused on the next step, and the next step is the final."