Chelsea take on Steaua Bucharest on Thursday in the Europa League last-16 second leg, seeking to overturn a 1-0 deficit to advance to next month's quarter-finals.
The Blues have 10 Premier League matches remaining, while their FA Cup quarter-final replay with Manchester United has been scheduled for April 1, necessitating that the Southampton fixture now takes place a day earlier on March 30.
Spain right-back Azpilicueta hopes Chelsea continue to have a host of fixtures to slot in, including in the Europa League.
"We have the squad to play in all the competitions," Azpilicueta said.
"We want to win trophies. Now we have three objectives. This is the next one, to carry on in the Europa League.
"We want to win every trophy. It's an objective and we're not going to sacrifice any competition."
Chelsea began the season in contention for seven trophies - the Europa League is an unexpected eighth - with the Super Cup in Monaco and the Club World Cup in Japan part of the journey.
Two remain, plus the target of a top-four place in the Premier League and Champions League qualification.
Raul Rusescu's penalty in Bucharest means last season's Champions League winners must beat the Romanian league leaders to reach tomorrow's quarter-final draw.
Chelsea interim manager Rafael Benitez is confident - and his side have not practised penalties.
"It (penalties) depends more sometimes on the heart, not just practise," Benitez said. "We have enough players who can take penalties and we have confidence it will not go there."
Benitez is likely to rotate his squad, with Sunday's Premier League clash with West Ham in mind, yet he insists his priority is the next game, whatever the competition.
"What I have to do is to pick the team for each game and be sure it's a very competitive team for each competition," Benitez said.
Benitez issued a veiled attack on his critics, believing some will suggest he is at fault for the fixture congestion.
"Some people always say that it's my fault, that everything is my fault," said Benitez, before suggesting his comments were a joke.
Due to his prior association with Liverpool, Benitez has never been popular at Stamford Bridge, where he has been regularly booed.
Asked about the challenges of selection with games every few days, Benitez said: "You have to analyse every single thing and you will decide what to do and still someone will criticise you.
"If you lose a game, it's 'oh, he picked the wrong player' or whatever."
Azpilicueta - a much easier name to pronounce that you first imagine it would be.- dryice