The Red's face Chelsea as they look to end the season with their second piece of silverware to compensate for a disappointing standing in the Premier League table.
Dalglish's side are eighth in the league, and are effectively out of the race for a top four finish, 13 points behind Tottenham in fourth, making the FA cup the only competition the team have to play for.
Liverpool beat Merseyside-rivals Everton 2-1 at Wembley to advance to the final, but the Scot insists his side wont get carried away as they look to improve in the league.
"They are coming off the back of a fantastic performance and result at Wembley on Saturday, but for us to think that it is finished would be wrong and we want to continue," said Dalglish.
"It is not difficult for them to lift themselves. They are not complacent or arrogant; we are delighted we got the result at the weekend but we will not get carried away.
"The players have been really professional in the way they have gone about their job and I am sure they will continue to do that from now until the end of the season in every game we play.
"They come in and are determined to do their training properly and they want to win every game on the pitch. They enjoyed the result [against Everton] but I am sure they will dust themselves down and try to get some positive results from now until the end of the season."
The Red's won the Carling Cup at Wembley in February, beating Cardiff City on penalties, to secure the club's first major trophy in six years.
Following the final, Liverpool have only managed two wins in eight Premier League matches. But, Dalglish does not believe the Carling Cup win has been the cause of his team's slump.
"I don't think they had a problem the last time [after winning the Carling Cup]," he added. "They played Arsenal and they were magnificent, although the result [a last-minute 2-1 defeat] was not what we hoped for or what we deserved.
"We try our best to win, we want to win and we are capable of winning so if we go about it in the right way and not rest on our laurels we will be okay.
"We will just plod on and as long as we believe in each other we will be okay. We have important games coming up and we want to win them."