Virgil van Dijk says it would be a "dream" for Liverpool to win a historic and "almost impossible" quadruple.
Liverpool lifted the Carabao Cup in February and are still in contention to win the FA Cup, Premier League and Champions League.
Jurgen Klopp's side beat title rivals Manchester City to reach the FA Cup final on Saturday.
"Nobody did the quadruple and there is a reason for it - because it is almost impossible to do," Van Dijk said.
Liverpool are one point behind league leaders City with seven games remaining.
They host Manchester United on Tuesday and face a tricky run-in to the end of the season, including matches against Merseyside rivals Everton and Champions League-chasing Tottenham.
Liverpool also face Villarreal in the last four of the Champions League, with Pep Guardiola's City taking on Real Madrid in the other tie.
"All this talk about quadruple or Treble is from the outside world and could put extra pressure on us," added Van Dijk.
"It is something that everyone would dream about, to win every competition you participate in, but we will see what it brings.
"Anything can happen, with other teams as well."
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Netherlands international Van Dijk only returned to action in August after a 10-month lay-off with a serious knee injury.
He emphasised Liverpool do not take the fitness of any of their players for granted.
"I was not a great player back in the days, I was quite a late bloomer - that's why I enjoy my career even more," said the 30-year-old centre-back.
"I just want to keep it going, stay fit, win games and see what it brings and get ready for the World Cup as well."
Liverpool thrashed Man Utd 5-0 at Old Trafford when the two sides last met in October.
United interim manager Ralf Rangnick has worked with a number of key Liverpool players earlier in their careers.
Midfielder Naby Keita said the German treated him "like a son" when he previously played under him at Red Bull Salzburg and RB Leipzig.
"It's no coincidence that they're as good as they are," added Rangnick.
"Six or seven of those players used to be my, or our players, when we signed them for our clubs when nobody knew them.
"Again, it is no coincidence that this is probably the club with the highest number of players from our former clubs because their approach, their style of football, the way they want to play is pretty similar."
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