The Blues have gone on to win the Premier League twice after securing League Cup triumphs on 2014 and 2018 and De Bruyne says it crucial to keep fighting on four fronts for as long as possible.
“We have the first final on Sunday and, of course, it’s the first title you can win,” he said.
“We’ve won it three times in the last six years I think it’s always nice to win it.
“Out of the four titles we are trying for, we know it is considered the lesser of the four, but we don’t think like that - it’s one of only four trophies you can win, and we want to win it.
“There are so many players that have never won it so for the majority of this group of players to say we already won it twice would be really good.
“Plus, it always helps to win something. If at the end of the year you win something you can say that.
“You always want to win the big ones, but if you don’t win the big ones then at least you have something to show for it in an OK season.
“We are in a good position in the league. Obviously, we want to be champions again and we are still there which means we have been busy, and we are doing well.
“The standards we set last year were so high and have never been done before so to repeat that it’s almost impossible.
“We only lost 13 points in 38 games which is unbelievable and now Liverpool are probably at the same pace that we were last year, and we are a little bit below that.”
De Bruyne will face his former club Chelsea in a Wembley final for the first time on Sunday.
He has respect for his former employers and says the 6-0 win at the Etihad a fortnight ago won’t matter when the teams walk out at Wembley.
“I think their style pretty similar to what we do to be fair,” he said.
“The team is already set a long time; a long time, same players from when I was there are still there, so they know each other very well.
“But Maurizio Sarri came in this year so probably they have some growing pains like we did the first year Pep arrived, but they are a very good team so obviously it is going to be tough.
“We need to be on top of our game because if we are not on top it is a game we can lose easily.
“They have a very good squad and the quality and difference is minimal so everybody on the day will have to be on top form.”