Chelsea midfielder Erin Cuthbert said "it's hard not to dream a little bit" as Emma Hayes' side bid to win the Champions League for the first time.
The Blues face Ajax on Tuesday in the first leg of their quarter-final tie.
Last season's semi-finalists are aiming to win the European title for the first time in Hayes' final season with the club.
"Of course it would mean everything to get to the final and to go on and win it," said Cuthbert.
"But I've been at this club so long, it's all about a process.