Boss Ole Gunnar Solskjaer insists Manchester United must compete on three fronts after their FA Cup win at Derby.
Luke Shaw's opener and a brace from Odion Ighalo earned a 3-0 victory over the Rams to set up a quarter-final tie at Norwich later this month.
It was a disappointing night for Derby player-coach Wayne Rooney, United's record goalscorer, who was twice denied by Sergio Romero in his reunion against them on Thursday.
But United extended their unbeaten run in all competitions to nine games ahead of Sunday's derby visit of Manchester City and remain in the hunt for the FA Cup, Europa League and a top-four finish in the Premier League.
Solskjaer said: "Today was the highest priority because we're not going to pick and choose games or competitions. We have to go for everything, that's what it is to be at Manchester United.
"It's another away draw, we're use to that now. Is it a seventh in a row? We'll have to do it the hard way if want to go all the way. We've got a chance now.
"I'm very pleased with the performance and to go through. You never know, away from home, being the favourites and having City on Sunday how it'll affect their mindset, but it was professional.
"We've found form and defended well, we've had seven clean sheets in those nine games."
United are chasing a record-equalling 13th FA Cup triumph but survived two early scares when Louie Sibley shot wide and Romero saved Rooney's free-kick.
But the visitors took control at Pride Park after 33 minutes when Shaw scored just his second career goal, his volley bouncing over Kelle Roos.
Ighalo made it 2-0 seven minutes later when he held off Craig Forsyth and found the corner.
Martyn Waghorn went close for Derby after the break but Ighalo ended the contest when he fired home to complete his double with 20 minutes left.
Solskjaer added: "He's doing what he says on the tin and what we asked for when we signed him. I'm very happy with him. That type of striker is vital for a team.
"There's more to come. He'll improve and get sharper and more used to us. I've got no doubt he'll only get better."
Derby are 13th in the Sky Bet Championship, eight points adrift of the play-offs with 10 games left and Cocu remained cautious over their chances.
He added: "Everyone talks about the play-offs but I really like to talk about the next game. Blackburn are above us in the league and we have to deliver a good performance in every game.
"Slowly we are heading in the right direction."
