The veteran boss has often made light of his daughter Amy's request for him to win the competition this season, but after last night's 3-0 success, getting to Wembley does not seem as fanciful as it once did.
United are one of three non-Premier League teams left in the competition and a chance of at least a last-four berth is now a genuine possibility, especially if they get a home draw. They have now seen off Everton and Southampton at Elland Road.
And Warnock, who was a regular visitor to the old Wembley but has never manned the touchlines of the new one, is starting to sharpen his focus.
"I want to win it," he said after goals from Michael Tonge and El-Hadji Diouf and a Luciano Becchio penalty saw off a Southampton side sporting 11 changes from the weekend loss to Tottenham.
"Amy came to the game, she had a word in my ear about it (winning it).
"I thought that right from the off we were at it. I wanted us to enjoy it because if all the games are like our draw with Charlton last week, I would be better off fishing.
"We played some good football. In the second half, when it was 1-0, I said to my assistant Ronnie Jepson that extra-time would kill us, because you thought Southampton would always have that chance.
"But we didn't sit back and we should have scored more goals."
On a night when his side made few mistakes, Warnock singled out Luke Varney for special praise.
The well-travelled winger has been a target for the Leeds boo-boys after an indifferent start to his Elland Road career, and the heckling started again when he missed an open goal from a yard with the scores at 0-0.
He produced a man-of-the-match performance after that, though, and Warnock said: "He wasn't well before the game, he was sick at half-time - and he has been an easy target but I thought he was terrific."