Robins is refusing to look that far ahead as the Sky Blues prepare to entertain the Blades in their Johnstone's Paint Trophy northern section quarter-final tonight.
But the facts are that Coventry are four games away from the national stadium and a shot at their first piece of silverware since winning the FA Cup back in 1987.
"Wembley is obviously the end goal but you don't look that far ahead, I think you're in trouble if you do that," said Robins, who played under United boss Danny Wilson when he was in charge at Bristol City.
"We've just got to focus on Tuesday's game and what they could do, but certainly concentrate on what it is we're good at."
Coventry find themselves competing in the Football League Trophy for the first time in their history following last season's relegation to League One.
It is a competition that attracts negativity from some quarters, but the rewards are obvious for those who reach the latter stages.
Robins added: "The competition only comes in for criticism in the early rounds because some people see it as a distraction. It's another game you've got to fit in.
"But it's a good competition and if you look at the final, it's a great day out for everyone's supporters. It's a well worthwhile competition. That's why everybody focuses on that final - and then you draw back to these games, because you've got to focus on them.
"It's a young competition in relation to the others but there's not many of our players who would have played in it before, it's novel. That's great. We've got to try and progress - quarter-final, semi-final and then a two-legged area final. So four games, it might be worth giving everything you've got to try and get to Wembley because it's absolutely magnificent.
"But that's not me focusing on that. We've just got to focus on Sheffield United and making sure we do the right things."