It would be a dream for the club to win a historic and almost impossible quadruple.
In February, they won the Carabao Cup and are still in the running to win a number of other prizes.
The FA Cup final will be held on Saturday.
It is almost impossible to do the quadruple and there is a reason for that.
City leads the league with seven games remaining.
They face a difficult run-in to the end of the season, including games against rivals and potential title challengers.
In the last four of the European Championship, Real Madrid will face City, while Villarreal will face the Reds.
Van Dijk said that all the talk about a quadruple or a treble is from the outside world and could put extra pressure on them.
It is something that everyone dreams about, to win every competition you participate in, but we will see what it brings.
Anything can happen with other teams as well.
After a 10-month lay-off with a serious knee injury, Van Dijk returned to action in August.
He made it clear that the fitness of any of their players is not taken for granted.
The 30-year-old centre-back said that he enjoyed his career even more because he was a late bloomer.
I just want to keep it going, stay fit, win games and see what it brings and get ready for the World Cup as well.
The two sides last met in October, when the Reds thrashed Man Utd.
The United interim manager has worked with a number of players from the other side of the pond.
Midfielder Naby Keita said the German treated him like a son when he was playing under him.
It is no coincidence that they are as good as they are.
When nobody knew them, we signed them for our clubs, and six or seven of them used to be my or our players.
This is the club with the highest number of players from our former clubs because their approach, their style of football, the way they want to play is pretty similar.