Jonas Olsson believes West Brom can target both Barclays Premier League survival and a strong cup showing this season.
The Baggies have started their season with consecutive draws and face a second-round Capital One Cup tie at home to Sky Bet League Two side Oxford on Tuesday.
Following an opening day 2-2 draw against Sunderland at the Hawthorns, Alan Irvine's side showed their defensive capabilities as they held Southampton to a goalless draw on Saturday.
An early-season cup tie against lower league opposition could be seen as a distraction for some, or a chance to bleed some young talent.
But Sweden international Olsson, starting his seventh campaign as a West Brom player, feels the club are now strong enough to look at challenging for the Capital One Cup - much like Swansea and Birmingham have in recent years.
"It is always nice to play games," he said.
"I think we have a depth in the squad to deal with both the Premier League and the cups so hopefully this season we can have a good cup run.
"We haven't had one in a few years and a team like us should really try and approach the cups in a professional way.
"You have seen in the past that there are teams who are a similar size as us have got to Wembley in their past and even won the title. We should approach the competition professionally - starting on Tuesday."
The Baggies have not progressed past the third round of the Capital One Cup since 2011, when they reached round five under Roberto Di Matteo.
Roy Hodgson replaced the Italian when he was sacked three months later and Olsson feels that, under Irvine, West Brom are starting to look as strong as they did when the England manager was in charge.
"We have worked a lot on our organisation," he said.
"That is what gave us the success a few years ago under Roy Hodgson. He (Irvine) is really hands-on in training and all of the lads are buying into it.
"We are positive in possession and try and play the ball out of the back - we have good footballers in every position."
Irvine could hand debuts to defensive duo Joleon Lescott and Cristian Gamboa for the visit of Michael Appleton's side as the former West Brom caretaker manager returns to the Hawthorns.
Former Manchester City man Lescott injured a knee in pre-season whilst Gamboa has not featured following his arrival from Rosenborg while club-record signing Brown Ideye could make his first start.
The Nigeria forward came off the bench at Southampton on Saturday and Irvine believes the ex-Dynamo Kiev striker offers him a different option in attack.
"Brown's a good finisher," he said.
"That's his biggest thing; he's a good finisher, he's got good movement to get in behind defences. He's different to Victor (Anichebe), Victor plays more with his back to goal, but Brown can make those runs in behind people.
"You saw just a little glimpse of the kind of things he might be able to bring us."
Meanwhile, Oxford's new striker Will Hoskins could play a part when they travel to the Hawthorns.
The 28-year-old joined the U's on Monday having been a free agent since leaving Brighton in May and Michael Appleton could be tempted to utilise the former Brighton man having seen his side lose every League Two game this season.
But with Hoskins having not played a senior game since rupturing cruciate ligaments back in February 2013 he may have to make do with a place on the bench as Appleton's men face another of their manager's former employers having been beaten by Portsmouth on Saturday.
Goalkeeper Ryan Clarke (foot) and defender Andy Whing (hip) are yet to feature under Appleton due to injury and the pair will miss out while Sheffield United George Long will not be able to feature once as his parent club Sheffield United remain in the competition.