Manchester City are on the course of winning three trophies this season.
The Cityzens booked their place in the FA Cup semi-final and will play Liverpool on 15th April.
They are currently sitting at the top of the Premier League and have progressed to the quarter-finals of the Champions League.
De Bruyne believes his team could win a treble this season.
“We want to win every game, that’s our aim at the beginning of every season,” De Bruyne said. “We couldn’t make it in the Carabao Cup, but we are alive in the other three competitions.
“It’s going to be so hard after the international break. Every game will be very special and we are going to try and do it [win the three trophies]. We always want to win trophies, so we always like to be in these stages of all competitions.
“We always enjoy playing at Wembley, sometimes we win, sometimes we don’t. But just the fact of being there season after season shows the determination and the quality of this team.
“Even if- sometimes we didn’t win there, we have always been there and we fought for the games. That in itself is a small success as a team. Once we are there [Wembley] we want to win it again.”