Jose Mourinho's side moved closer to the League Cup final with a 1-1 semi-final first leg draw at Liverpool in midweek and the Premier League leaders are also through to the knock-out stages of the Champions League.
With what should be a fairly undemanding FA Cup tie against third tier Bradford at Stamford Bridge this weekend, Blues goalkeeper Courtois insists the squad are focused on winning every game as they continue their mission to land all four major trophies.
"At the moment we are playing well in all of the competitions," he said
"We're in the semi-final of the League Cup, we're top of the league, on Saturday we have an important game in the FA Cup, which we have to win, and in the Champions League we will soon be playing Paris Saint-Germain.
"I think we have the team to win everything but obviously there are other teams which can do the same."
Courtois returned to action in Tuesday's clash at Anfield following a thumb injury and produced a superb display to frustrate Liverpool.
The Belgian reckons the competition with veteran deputy Petr Cech is bringing the best out of him and he added: "I've known from the start of the season he (Cech) is behind me and pushing me
In training we are working hard, at a really high level.
"He's a top goalkeeper so obviously I know I have to play well in order to continue playing
Me and Pete just want to help the team, that's the most important thing."
However, Juan Cuadrado will not join Chelsea's trophy charge this month, according to his club boss Vincenzo Montella at Fiorentina.
Mourinho had hoped to lure the Colombia international to Stamford Bridge in the current transfer window but the Blues have suffered a blow after Montella's assertion that Cuadrado will stay put in Italy.
- Bradford aim for another scalp -
Meanwhile, Bradford manager Phil Parkinson says he admires Mourinho's ability to build teams that can win without necessarily playing well.
While Chelsea will almost certainly dominate possession against their League One opponents, Mourinho has proved a master of establishing resolve under pressure among his players.
"Every manager admires him and the reasons he wins so much is because he sets his teams up away from home to get a result," Parkinson said.
"He's not bothered how his team looks and what plaudits he gets
He just goes there to do a job and adapts his formation accordingly
That's what management is all about.
"The key thing we say to our players, even with the talent Chelsea have got he still demands work ethic from him
In the modern day game, you can't carry anybody if you want to be the best.
"Work ethic is the most important thing and that's what Mourinho has instilled into his teams."
Bradford, sixth in League One, are 49 places below Chelsea but the Yorkshire club know what it takes to upset top-flight clubs in knockout competitions.
Parkinson's side beat Wigan, Arsenal and Aston Villa on their way to the 2013 League Cup final.
And Parkinson wants his team to be positive at Stamford Bridge.
"We're certainly not going to go there and sit back for the whole game," Parkinson said.
"If we do that, we're just asking for trouble
It's getting that balance right in our team and getting a decent platform to play from.
"We have to make sure we've got the opportunity to attack them
We've got players in our team who I hope will cause Chelsea problems.
"When we've played teams from higher divisions before, we've certainly caused them problems."
Source : AFP