United, who are chasing a domestic double, face rivals and treble-chasers Manchester City in the FA Cup final on June 3 at London’s Wembley Stadium.
“Next week is going to be big and we will do everything in our power,” Ten Hag told Sky Sports on Thursday.
“We have to get well prepared and give us the best chance to get the cup.”
United captured the Carabao Cup in February amid talk that the team could make a run for three trophies. But inconsistent results meant they were never really in contention for the Premier League title, which was wrapped up by City last weekend.
City are now hoping to emulate United’s 1999 treble of Premier League, Champions League and FA Cup titles.
“We’re still not where we want to be but we’re back in the Champions League and I think that was a really important step,” Ten Hag said.
Asked about how he would balance Sunday’s Premier League finale against Fulham and keeping players healthy for their FA Cup showdown with City, Ten Hag said he was not looking past this weekend.
“Still we can be third in the league,” the Dutchman said. “It’s important to keep focus, not getting injuries as well. But also get a home record. It’s going to be an important game, we want to win that game.”
United are one win away from equalling their record for home victories through all competitions. Their record of 27 was set in 2002-03.
Asked how he feels nearing the end of his first season at United, Ten Hag said: “I’m comfortable here.
“I remember after the second game (4-0 loss at Brentford) it was tough but we’ve constructed a team with a good spirit, work well on the training pitch and get results.”
The Dutchman was pleased with the spirit his side showed on Thursday.
“We wanted to win. We showed the winning attitude,” he said. “Chelsea have outstanding players but in the counter attacks we were really good, really dangerous. We scored four in the end. We should’ve scored more but they could score as well.”