Manchester United midfielder Bruno Fernandes said winning a trophy would show the progress the club were making.
United hold a 6-2 advantage over Roma before the second leg of their Europa League semi-final in Italy on Thursday (20:00 BST).
Fernandes, 26, has not played in a final with United since joining them in January 2020.
“For us, it is a sign of improvement, because last season we didn’t win anything,” said Fernandes.
“It’s still not enough for us but it is something growing up from the club and the players and a sign we’re doing a little bit better. We will improve.”
The Europa League was the last trophy United won when, managed by Jose Mourinho, they beat Ajax 2-0 in the final in May 2017.
Boss Ole Gunnar Solskjaer has lost in four cup semi-finals but, barring a huge collapse in the second leg, will be taking his side to the final against either Arsenal or Spanish side Villarreal in Gdansk, Poland on 26 May.
“As a team we need to develop and improve, so we’re going to play to win the game,” said Solskjaer.
“There might be one or two changes to the selection, but it’s not done – Roma have been part of upsets before and we want to get to the final.”
Fernandes and Edinson Cavani both scored twice in the first leg, with a goal apiece from Paul Pogba and Mason Greenwood as United fought back from 2-1 down at half-time to win 6-2.
Midfielder Daniel James has not travelled with the United squad because of injury. He joins forward Anthony Martial and defender Phil Jones on the sidelines, with teenage wingers Amad Diallo and Anthony Elanga named as part of the 24-man squad.
Earlier this week, Roma, seventh in the Italian Serie A, announced that current boss Paulo Fonseca would leave the club at the end of the season, with Mourinho taking over.
“For me, professionalism is something I take pride in. I will give my all for Roma until the last day I am here,” said Fonseca.
“I’m still motivated and determined, just like I was on my first day here, and will continue to focus on my work.
“It’s clearly not going to be easy to beat a team like Manchester United by four goals, but we have all seen amazing things happen in football before.”