Shane Long says Saints will not be over-confident heading into their Capital One Cup quarter-final against Sheffield United, but that they are optimistic of reaching the last four.

Ronald Koeman’s side last night advanced past the fourth round of the competition, with a dramatic 3-2 win at Stoke, and they will now cross swords with the Blades, at Bramall Lane, as they seek a semi-final berth.

Many will already be pencilling Saints in as winners of the tie, but, while Long is confident, he insists they are not expecting to breeze past their League One opponents.

“We’re in the form at the moment that we feel confident with every game we go into,” said the striker, who made it 2-0 at the Britannia Stadium with his first goal for the club.

“The manager is preparing us well for every team and we know we have that ability to go out against any team and pass the ball and play good football.

“Again, it’s going to be another tough test and we’re going to give them the respect that they deserve.

“I’ve been to Bramall Lane a few times over the years, with Reading, and it’s never an easy game.

“It’s a big stadium there, good following, good supporters there, and hopefully it’ll be a good away win for us.

“It’s steeped in history, Sheffield United. It’s going to be a tough game, we’re under no illusions that it’s going to be an easy walkover, but we’ve put ourselves in a great position now to kick on and give ourselves a good cup run.”

Long added: “It’s the first trophy up for grabs. We’ve had a good start this season and we know it’s a long season and we want to keep this run going.

“If we can get to a cup final and finish as high as we can up the league, it’s a good season for everybody involved. I think it’s been a while since we had a cup at Southampton.

“We’ve put ourselves in a good position, getting to a quarter-final against Sheffield United.

“We’re only two or three steps away from winning a medal, and it’s always something when you look back on your career, you always look for them medals.

“I was lucky to have one in the Championship, but it would be nice to get a cup one.”

Long had put Saints 2-0 up last night, sweeping home from Steven Davis’ cutback to open his account.

The forward, who joined in a £12m deal from Hull in the summer, was thrilled to get off the mark.

“It’s a purely selfish thing, getting that first goal under your belt,” he said. “I’m obviously delighted to get it.

“It wasn’t getting me down too much, but it’s always easier when the team is doing so well and everybody’s chipping in with goals.

“It’s obviously nice to get that goal, and to come out of here with a win is always hard, especially after that second half, but we showed our character again to dig in and get a result when it was needed.”