The Dutch star said he would would love to win a trophy and has his eyes firmly set on Wembley.
His next stop on that long road is a fourth round tie at Championship side Watford tonight, kick-off 7.45pm.
"It would be huge to get to the final," said Rafa, who has eight goals to his name so far this season.
"Everyone wants to win it, me too. When I was little I always watched the FA Cup Final. It would be a dream to play in it.
"My ambition is to win something with this club.
"Of course, it would be a dream to be the champions, but also the FA Cup. Every player needs titles, championships. I think it’s possible."