Kevin De Bruyne has said it will be "almost impossible" for Manchester City to win the Quadruple this season.
City return to Champions League action against Schalke on Wednesday after securing a place in the sixth round of the FA Cup and ahead of Sunday's Carabao Cup final against Chelsea.
Pep Guardiola's side are also top of the Premier League, but De Bruyne said nobody was thinking about lifting all the trophies yet.
"The goal is not to win the four trophies -- the goal is to win every game. Then we progress," the Belgium international told a news conference.
"We are very happy, but to set standards to win all four -- that is almost impossible."
City have never won the Champions League, but De Bruyne was part of the side that reached the semifinals in 2016.
"The level of the Champions League is higher than the Premier League," he said. "The record we have until now -- hopefully we can make it better.
"We are going well. In the league we have lost a few more games, but we are still fighting in all four competitions.
"I don't think there's a lot of difference between how we did last season and this -- the standard we are setting is still very high, but in the end it's all in the titles.
"I think the team wants to win as many titles as possible. I think the team standards are the most important, and anything personal is a bonus."
Benjamin Mendy, Fabian Delph and Vincent Kompany all trained with the first team on Tuesday after returning from injury, but only Kompany travelled to Germany.
John Stones and Gabriel Jesus have also stayed in Manchester after picking up slight muscle injuries in Saturday's FA Cup win at Newport County.
"John Stones had a groin problem yesterday and Gabriel Jesus finished the game in Newport with a hamstring problem," Guardiola said. "It's not a big one, but big enough for them not to be here."
Guardiola, who won the Champions League twice with Barcelona, added: "This competition is special, the teams are good.
"With the atmosphere in the stadiums you have to control the emotions, you have to suffer the bad moments, survive the bad moments and in the right moments make the difference.
"But we are confident. We arrive with many dreams in our heads to make a good game and to bring the game in a good position back to our stadium, where we are very strong. We feel confident there."