The Toffees full-back is determined to end the Merseyside club's 18-year wait for a trophy as he looks towards their fourth round clash against Bolton Wanderers on Saturday
The Toffees face Championship side Bolton Wanderers on Saturday as they look to edge closer to ending their 18-year trophy drought.
Speaking to BBC Radio Merseyside, Baines said: "It's the best route for us to win something, as you can see from the line-up in the last round. The manager played a strong team [at Cheltenham].
"The Cup runs were great for us and something we thoroughly enjoyed. It was just disappointing that we didn't end up with some silverware.
"It's there for the taking if you can keep winning. That's all you've got to do in the Cup. It's not always about the performance - it's all about winning."
The 28-year-old believes that his side escaped a potential giant-killing against Cheltenham, but he is aware that shock results come hand-in-hand with cup runs, referring in particular to the unexpected League Cup final match up of League Two Bradford City, and Premier League side Swansea.
The full-back conitunued: "Cheltenham was a potential banana skin but we dealt with it. Bolton are just out of the Premier League so it's going to be more of a level playing field.
"It's still going to be a very tricky game. Cup games are tough and we've seen that in the last few nights in the other cup competition."
Baines also emphasised the importance of renewing key first team players' contracts, with Sylvain Distin signing a one-year contract as well as Phil Jagielka and Seamus Coleman also securing long term deals.
The England international added: "He [Distin] is one of the best professionals I've worked with, he's still playing at the top of his game when some people would be starting to fall away.
"It's good for the club to get people signed up, especially such important players. Jags [Jagielka] and Seamus Coleman have signed long-term contracts and they're all as good as new signings."