After a disappointing season, Chelsea still have a chance for two trophies as well as the challenge of securing a place in next season's Champions League.
They face a tough FA Cup quarter-final replay against Manchester United and a Europa League quarter-final against Rubin Kazan, as well as targeting second place in the Premier League, leaving the Blues facing a gruelling fixture list involving trips across the UK and Europe.
Chelsea's Premier League game away at Southampton on Saturday kicks off a series of seven fixtures in the space of just 19 days.
Ivanovic told Sky Sports News that the physical demands of this period could be troublesome, saying: "For us this season is very tough, very difficult and is a big challenge personally for every single player.
"We have to show how good we are in every game. It's a tough period. It is physically very difficult.
"I think we've missed a lot of chances this season. It is not a moment to think of a priority - for us every game is a priority. We want to be in the top four, we want to try and win the FA Cup as well and we want to try to win the Europa League. We have to go step by step, game by game."