The defender helped Sevilla lift the Europa League last season and earlier in his career, was a member of the Argentina squad that won Olympic gold in Beijing.
FA Cup semi-finalists last season, League One side Blades beat Southampton in Tuesday’s quarter-final.
“The thought of playing at Wembley sounds great but now we need to only think about the semi-finals,” said Federico.
“We need to take it step by step and focus only on Sheffield United.
“They are in the semi-finals because they have a good team and have had a good run in this competition - we know it won’t be easy.
"We must not underestimate them.”
“It was a great result against Newcastle. We are alive in all competitions which is important and good for the team to continue on this path.”