The Red Devils are taking on Manchester City in the FA Cup final to round off their season.
While Manchester United only managed eight in the league, Ten Hag believes facing top sides can bring out their best form.
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He stated: "It's all about trophies and we have a huge opportunity to win a trophy.
In the last 10 years (there have been) not many trophies in this club but we have an opportunity to win two trophies in two years."
On maintaining the belief they can beat the holders: "In a season that's not (gone) our way, we are there.
We have an opportunity and it will never be easy but we have to go for it and we will go for it.
We have to believe it as we did last season and as we know, often against good opponents, we play our best football and I expect us to do this on Saturday."