We kick-off our campaign against Second Division outfit Brentford with a second round, first leg encounter at Griffin Park on Tuesday night.
It is a competition Graham has won time and again as both player and manager - the latest, of course, just six months after taking over at the Lane in March 1998 - and while many teams seem to take it less than seriously, he wants to get his hands on the trophy again.
"I've got a great association with this particular trophy," said Graham. "I've been involved in quite a few finals both as a player and a manager and as a competition, it's got to be won.
"It's okay bigger clubs saying they are not interested and they'll play a weak team, that's fine, but we will treat it seriously. And if we treat it seriously why not go all the way and get to the final again? That would be great.
"It's a place in Europe as well and we all want European football but it's just great to win a trophy. My theory is that if you are going to enter a competition, why not try and win it?"
Graham has done that as a player with Chelsea (1965) and manager with Arsenal (1987, 1993) and Spurs (1998). He has also been a beaten finalist as a player with Aston Villa (1963), Arsenal (1968, 1969) and manager with Arsenal (1988).
George Graham has a simple message regarding the Worthington Cup: "We want to win it again."