"This is the mentality that we have -- that trophy has given us much confidence. We are thinking about these three trophies. I think we can do it," Valencia told British media.
"We have to realise we are Manchester United and that we can go on to win these three trophies."
Since the 2013 retirement of Alex Ferguson, who won more than 30 trophies during his 26-year spell in charge, United have managed just one major piece of silverware -- the FA Cup last season -- prior to Sunday's League Cup win.
Valencia said United have come closer to recreating the "fear factor" they had during the Ferguson-era under current manager Jose Mourinho.
"I think it's the same atmosphere. We have that security of playing under a top manager," the Ecuador international added.
"I think the fear factor we have to create ourselves, we have to put the fear into teams every time they come to Old Trafford."
United, currently sixth in the league, host 14th-placed Bournemouth on Saturday.
(Reporting by Shravanth Vijayakumar in Bengaluru; Editing by Amlan Chakraborty)
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