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 the Stadio Friuli, Guidolin believes caution is required if Udinese are to take a step towards their first Coppa Italia final since 1922.
"The Coppa Italia is our dream at the moment, we have to play the semi-final with care and compactness," he told reporters.
Udinese moved 14th in Serie A 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 this way," he added.
"I think I have always defended my players over the years because they are a group that deserve the support of his coach.
"Fiorentina are 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.