If they were to win, they would set up a final against either Chelsea or last season's winners Manchester City.
United were beaten by City in the final en route to their historic Treble last term.
"Last season is last season," Ten Hag replied, when asked if the City defeat was motivation.
We want to achieve every season. We want to win trophies and we have a big opportunity, because we are in the semi-final.
But it's a huge challenge, we know all the problems and, like always, when you have so many problems, you have to find solutions. Also for Sunday, we will find solutions.
We want to go into the final."
We did our job and we are prepared, so we know their team, we know how they play, we know the individual abilities of the players," he added on Coventry.
Of course, also we know the manager, a former United player (Mark Robins), striker, his long period there, he's doing a fantastic job there. So, we know a lot about them.
Of course they are dangerous, they are in the semi-final. It's logical.
Last season, they were that far away (gestures to a small gap) from being promoted to the Premier League. So they do a fantastic job over there.
We have seen the game against Wolves, in the quarter-final, the mentality in the team is fabulous, so we have to play to our best levels."