Guidolin's men ended a four-game losing streak in Serie A on Sunday with a 2-0 win at Bologna thanks to goals from Antonio Di Natale and Nicolas Lopez.
But ahead of their clash with Fiorentina at Stadio Friuli, Guidolin believes caution is required if Udinese are to take a step towards their first Coppa Italia final since 1922.
"The Italian Cup at the moment is our dream, we have to play the semi-final with care and compactness," he said.
Udinese moved 14th in the Italian top flight with their victory at the weekend, although they remain just six points clear of the relegation zone.
Guidolin was pleased with the character of his side during the win at Stadio Renato Dall'Ara and called for them to carry the same attitude into Tuesday's encounter with Vincenzo Montella's men, who sit fourth in Serie A.
"There was an awareness of the moment that we are living in but also the right personality (against) Bologna. We must continue," he added.
"I think I have always defended my players over the years because they are a group that deserves the support of his coach.
"Fiorentina is a well-built team, among the best in our league."
Udinese were dumped out of last year's Coppa Italia in the last 16 by Fiorentina, but have beaten Montella's side on both occasions they have played them since.
