The Blues are in contention to win the Europa League and the FA Cup following their 1-0 victory over Manchester United in the quarter-final replay on Easter Monday.
Despite their chances of clinching silverware, interim manager Rafael Benitez has prioritised reaching the top four in order to secure a spot in next season's Champions League campaign.
"The top four is very important, but we want a trophy," The Telegraph quotes Ba as saying. "We are looking very good in two competitions, the Europa League and the FA Cup. We're going to do everything to win them both.
"When you retire, no one probably remembers that you finished in the top four. They remember you won a trophy. It's important for a player that you win a trophy. We always talk about trophies. That has to be the aim for the players and the clubs."
Chelsea are currently in fourth place, with Arsenal residing two points adrift of the Blues.