Chelsea face Stoke City in the FA Cup on Sunday, are at the top of the Premier League and are still in the Champions League.
“It is possible,” he told the Daily Express. “Everyone is motivated to play the three competitions. If we can win all three, it is perfect.
“You always go for all of them and always do your best to try to achieve that. We all want to win something this year.
“We have won the FA Cup twice [2007 and 2009], so we are looking forward to winning the Premier League and the Champions League.
“That would be the most amazing season since I have been at Chelsea. It would be perfect to win all three. We are in the mood to lift the FA Cup.
“We have played and beaten them this season. We know how they play and we are really confident about that game. We know they are a difficult team to play but we can do it, this is an important game.
“We have a good chance to go to the semi-finals and we won the FA Cup last season, so we are in the mood to do the same thing again this season.”