The Norwegian is yet to deliver silverware for the Red Devils and is hoping that the League Cup could become his first one.
Manchester United jumped to the third position in the Premier League standings following the 6-2 demolition of Leeds United over the weekend.
The Red Devils were unable to find their rhythm in the opening few weeks of the campaign but have started to appear as title contenders in the past few matchdays.
After putting themselves in a favorable position in the league, they now prepare to participate in the cup with a Carabao Cup quarter-final clash coming up against Everton.
“Yes, of course. It’s [winning the competition] something we aim for,” Ole Gunnar Solskjaer said during Tuesday’s pre-match press conference.
“We want to improve every season and to improve from last year is to get to the final and when you get to the final there’s only one thing that matters and that’s to lift the trophy.
Solskjaer added: “I remember myself winning my first trophy, even towards the end of my career. I think it was Patrice Evra and Nemanja Vidic’s first trophy in the Worthington Cup, 2006 was it?
“I think that was their first trophy, and it does give something to a team, so we are desperate to get our hands on a trophy. These players are desperate to learn how to win.”
Man United crashed out of the Carabao Cup at the semi-final stage last season after suffering a 3-2 aggregate loss to Manchester City.