The Hammers are currently competing on two fronts as the season draws to its conclusion.
They are pushing for a place in the top four, currently sitting in 6th and three points behind Manchester City, while there is also a spot in the FA Cup semi finals up for grabs.
For the latter they must beat Manchester United in a replay at Upton Park, after the two sides managed a 1-1 draw when they met the first time.
Some believe the FA Cup should be given priority over the league at this stage, but Bilic insists nothing of the sort will be happening.
“We will not prioritise one game over another,” he told whufc.com.
“We have a strong squad, Sam Byram and James Collins are the only two players injured, and they are both close to coming back. So we don’t need to prioritise, and we also don’t want to because we want to win every game we play.”
“We can’t take any approach other than to take it each game at a time. You have to take it each game at a time, then we’ll see where that takes us.”
While Bilic insists that they will not be prioritising fixtures, there is no denying that is that the fans probably don't feel the same.
With the club set to leave the Boleyn Ground for the Olympic Stadium at the end of the season, many believe winning the FA Cup would be a fitting send off for their famous old ground.
And if it was up to them, maybe the league would be forgotten to ensure that the trophy is theirs this year.