The England defender is preparing for Tuesday’s Fourth Round replay with Cambridge United, with United still smarting from their 0-0 draw at the Abbey Stadium in the first tie.
Manchester United v Cambridge United
The FA Cup
Fourth Round Proper replay
7.45pm, Tuesday 3 February 2015
Old Trafford
Winners receive £90,000 from prize fund
But Shaw is well aware of what a victory over the League Two side could mean for Louis Van Gaal’s side.
"The whole team look at it as a trophy we all want to win," revealed Shaw ahead of the Old Trafford game.
"And especially now, it's what you could say is the main priority because the league, I wouldn't say it's gone, but we're quite far away, so we're definitely looking to win The FA Cup."
The winners of this replay will go on to face either Preston North End or Sheffield United, who also replay on Tuesday, in the next round.
And after seeing the likes of Chelsea, Manchester City and Tottenham Hotspur knocked out of The Cup in the Fourth Round, the former Southampton left-back is already plotting a potential pathway to Wembley.
Highlights of the first tie at the Abbey Stadium
"We've been quite lucky with the draw so far," he admitted.
“We've picked up teams in the lower leagues so maybe it could be our year, especially now when you look at the teams that have been knocked out.
"There are not so many of the so-called big teams left, so I think we have to take that as a positive.
"Hopefully we'll get past this one but you've seen from the past years that the big teams can get knocked out so we know it's not going to be easy and we need to be 100 per cent focused."