The Red Devils dispatched League One side Charlton Athletic 3-0 at Old Trafford on Tuesday to make the last four.
Antony's first half strike was added to by a pair of goals from substitute Marcus Rashford in second half stoppage time.
It has been six years since Jose Mourinho led United to the League Cup and Europa League in the 2016/2017 season but that remains the last time they won a trophy.
Ten Hag is pleased that his side have taken steps to end their trophy drought but is only focused on landing the trophy at the end of the day.
"The last four is nothing. It's only about winning," Ten Hag told Sky Sports.
"But you have to go from game to game. We'll see what comes out of the draw, then we'll prepare well."
"I'm quite happy. We started the game very well with good energy and good focus, and pinned them in their half," he added.
"We created chances, big opportunities, and then we made a brilliant goal. It's a team goal, but the finish from Antony was great.
"They put on another striker but I think we didn't allow them [chances]. Before, we had the chances. We should have finished this game early on."
Manchester United are still in the FA Cup and the Europa League is another competition that can help their trophy-chasing ambitions
