Clement was particularly impressed by his side's defence, which has kept four clean sheets in five away games, including three in the Premier League this season.
"We are putting down a good foundation. We are keeping things tight and when you are not conceding many you always have a chance to go and win games," he told the club's website (www.swanseacity.com).
"We are into the last 16 now and things can get really interesting."
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Clement hoped that his team would be drawn at home in the next round after coming through away fixtures at MK Dons and Reading.
"The hope is always there that you can do something in the cups. It would be nice to get a home draw now having come away twice," the manager said.
Swansea, 14th in the Premier League with five points from as many games, host Watford on Saturday.
(Reporting by Shrivathsa Sridhar in Bengaluru; Editing by Peter Rutherford)
