The Bees are unbeaten in eight but face a Bantams side who have pulled off high-profile cup shocks already this season, after knocking Watford and Wigan out of the Capital One Cup.
But Craig is determined not to be on the receiving end of an upset at Valley Parade.
"The FA Cup is very important for any player," Craig told Brentford's official website.
"It is a great cup with tradition and something you all want to be a part of. The third round is at stake and in the third round you can get a big boy.
"It would be a big thing for us but we need to get through Bradford first and then worry about the draw. If we go up there with the wrong attitude we will get beaten."