Spurs were beaten 2-1 by the Championship side in the fourth-round tie at Elland Road, with Andre Villas-Boas' men unable to emulate the form which has seen them go seven games unbeaten in the Premier League.
The Europa League is now the only competition in which Tottenham can still claim silverware, having not won a major trophy since the 2008 Carling Cup.
Sunday's defeat to Leeds was a disappointing comedown after Spurs held Manchester United to a hard-fought home draw the weekend before.
But while Belgium midfielder Dembele admits his side were lacking motivation on Sunday, he believes they have the quality to win silverware.
Dembele, who came off the bench near the hour mark at Elland Road, told the London Evening Standard: "The most difficult thing is to think every week as you would if you were playing (Manchester) United.
"It is very easy to motivate yourself against them but when you have a team like this (Leeds) it's a bit more difficult, because they have everything to gain.
"You have to give extra energy to motivate yourself and maybe that was a bit of a problem for us but we still feel we can win a trophy this season, because there is a lot of quality in our group.
"It is a bit disappointing that the FA Cup is over but it is great that we have another trophy to get, so we will try to win that one."
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