Manchester City's ambition is to win the quadruple in what chairman Khaldoon Al Mubarak says will be "a massive year" for the club next season.
In boss Pep Guardiola's debut campaign, City came third in the Premier League, made the FA Cup semi-finals and reached the Champions League last 16 this year.
"Pep wants to win it all and that's what I love about him most because that's how I feel too," Mubarak said.
"We might not be able to achieve it but I can assure you we're going to try."
He added: "That ambition of winning the Champions League, that dream excites me every day, knowing we can do it.