United have won all of their five matches since the Norewegian was appointed until the end of the season in the wake of Jose Mourinho's sacking, but the new boss faces his biggest test so far as his side travel to Wembley to face the team sitting third in the league.
The Old Trafford side appear to have found a good balance under Solskjaer, scoring 16 times and conceding just three since his arrival in December.
And although he promises to keep attacking against their opponents, he does not expect them to risk being caught out at the back.
"When you play against a good team you have got to defend. You have to earn the right to win a game of football," he said on SoccerAM.
"We're not going to go gung-ho and be naïve but Manchester United is about attacking football.
"We've got to go there and attack the game, we have to win to stand a chance of passing them in the league. We go there to take three points.
"Walking out at Wembley with a Manchester United shirt on, that brings the best out in quite a few players. Hopefully we can see that."
And Solskjaer believes his players have what it takes to keep impressing and finish higher than expected.
"They know they are good players, they are playing for Manchester United," he added. "If we all stick together and do our best every single day we might just surprise a few with the way we could end the league."
As a former player of Sir Alex Ferguson's, the current Red Devils boss was asked what he learned from the legendary figure during their time together.
"The hunger to improve, the hunger to win. To get up next morning, if you win or lose, to try and improve the club," he replied. "He is the best ever, I would be stupid to not try and learn from him."