The Toffees parted ways with their manager Ronald Koeman on Monday, and Courtois understands the players will want to show a positive reaction when they travel to Stamford Bridge.
“It’s a cup, and with any cup you want to win it,” Courtois added.
“You want to go far. With injuries, maybe we don’t have the possibility to rotate a lot so we will have to see what team the manager puts out, but I don’t think it’s a moment to relax.
“In the Premier League we have to fight to keep on winning games and the Carabao Cup is something else, so we must try to do our best and go far.
“Everton have been struggling at the moment. I don’t think they are playing badly but they have conceded some sloppy goals, and other teams have had more luck, but the Premier League is hard.
“This is another competition, though, and they will be ready to win it.”