“We have made a big step forward and the important thing is to continue in the competition for as long as possible,” Ayew said, as reported by his club’s official website.
“Doing well in the cup will also help us in the Premier League, and next we have a massive game on Saturday against West Ham.
“We have to try to score goals and to win that game. After that we know we have another massive game at Huddersfield, but first we will focus on West Ham.”
Tuesday’s win was significant as it guaranteed Swansea passage to the quarter-final of the FA Cup for the first time in 54 years.
The feeling was even overwhelming for Ayew, who opened the scoring.
“It’s a massive thing for us to be through to the quarter-final of the cup,” the Ghanaian said.
“Sheffield Wednesday was a very difficult game for us.
“Congratulations to all the lads because after the result at Brighton, it was important to try to win the next game for confidence.
“The manager wanted me to try to make a difference, to bring more speed into the game and to take players on.
“I tried to do my best and I was lucky I got a goal.”
Swansea currently sit 18th on the league log.