The Baggies are currently 13th and five points off the drop zone after Saturday's 2-1 win at Blackburn Rovers.
"I think we should stop thinking about relegation - and that is my only wish for Christmas," he told the club's official website.
"I think that everybody at the club and, especially the team, should be looking in front and not over our shoulders.
"We have a quality squad and a strong team and we are better than just fighting against relegation."
Roy Hodgson's side next travel to Newcastle United in the league on Wednesday evening.