Championship side Charlton Athletic stand in the way of Clough's League One outfit on Sunday and a place in the FA Cup semi-final at the home of English football.
United have already exceeded expectations to reach the quarter-finals in the prestigious competition by seeing off Premier League sides Aston Villa and Fulham, then Clough's former club Nottingham Forest in the fifth round.
He said: "I don't think we would have dreamed with the draw we have had that we would be in the quarter-final.
"Somebody said the draw had been kind to us, but we have been away from home in the first three rounds, and then had Fulham and Forest.
"But to get to this stage as a League One club you're going to have to beat teams like that.
"I am just trying to get Sheffield United to Wembley because of what it will mean to everyone here.
"It should be in every player's mind, not to make them nervous, but they might never be this close to playing at Wembley again.
"I don't think we can win it because of the teams that are left in it, but if we get to a semi-final then anything can happen."
Clough has worked wonders since being appointed as David Weir's successor at Bramall Lane following his sacking by Derby, guiding United from the relegation zone to just outside the play-off pack as well as masterminding their impressive cup run.
