Newcastle United are set to play Watford in the FA Cup on Saturday.
Newcastle are currently in 18th place in the Premier League table, and face a huge fight for survival.
However, McClaren is keen to take the FA Cup seriously, as he wants to deliver a trophy at St. James’ Park.
“Yeah, yep. I’m absolutely confident we can have a go at that,” he said.
“We’ll play a strong team and every game is important. The FA Cup is as important as any other game. It’s another game we want to win.”
Many teams in Newcastle’s position may have used the opportunity to rest players, but Mike Ashley has publicly stated his desire to win a trophy.
Newcastle have not lifted major silverware for 61 years, and their attempts in the FA Cup have been poor recently.
Under Alan Pardew, the Magpies showed little ambition in the cup competition and they usually named fringe players in their line ups.
With McClaren in charge it seems that their ethos has changed though.
If Newcastle are to progress to the next round they face a tough task, as Watford have been one of the Premier League’s surprise packages this term.