The Reds will participate in their first final since 2007 - and their first Wembley one since 1996 - next Sunday when they come up against Cardiff in the Carling Cup final.
Dalglish, however, is confident that the players will not be thinking about this during their FA Cup tie, despite distraction seeming to play a part when his side lost to Bolton ahead of the semi-final.
"There's no-one here who enjoyed what happened at Bolton and I wouldn't see any reason why anyone would want to repeat that," said the Liverpool legend.
"Every one of them wants to get into the next round but they can't expect that if they repeat the Bolton performance. I think they have got that Bolton game out of their system now. If they don't play as well as they're capable of it's not because the final is coming the following week.
"The target for us is to progress into the next round of the FA Cup."
Liverpool haven't reached the final of the FA Cup since 2006, when they won the trophy after a thrilling final against West Ham.