Smith's men take on league leaders Bristol City in the Football League Trophy final a week on Sunday in what will be their first appearance at the home of English football.
The Midlands club took seven points from nine games after confirming the place in the showpiece, but have since lost four of their last six in the league, leaving them six points off the play-off places.
Walsall host fourth-placed MK Dons on Saturday in a game that will likely prove crucial to any hope of returning to the national stadium for a play-off final.
"There can be a subconscious part of taking your eye off it [the league]," Smith told BBC WM 95.6. "We certainly haven't meant to do that by any means.
"For me, football's about winning things. You don't very often get a chance to win a trophy and this is our best chance of getting to Wembley and winning a competition.
"Our form over the month hasn't been great, yet we're only six points off it.
"We won't give up on it and it only takes two wins in this league - you win two and you're on the cusp of the play-offs."
Bristol City - 13 points clear at the top - will look to continue their apparent procession to the title against Gillingham, while Preston North End can further cement their grip on second place with victory over Crewe Alexandra.
