Manchester City boss Pep Guardiola insists it is impossible for them to complete a trophy clean sweep.
Claudio Bravo was City's hero in their 4-3 penalty shoot-out win at Leicester to send them into the Carabao Cup semi finals on Tuesday.
The goalkeeper saved Riyad Mahrez's effort after Jamie Vardy had hit the post following a 1-1 draw after extra time.
Vardy had taken the tie to extra time after he scored an injury-time spot kick to cancel out Bernardo Silva's first-half opener.
City are 11 points clear at the top of the Premier League and remain in every competition but, after being run close by the Foxes, Guardiola dismissed suggestions they will win everything.
He said: "That is not going to happen. Of course not. Come on, that isn't real. What we're living isn't real.
"That is not going to happen. The situation of winning 16 or 17 games in a row in the league and qualifying for the Champions League before we finished the group stage and now we're here playing with a lot of young players.
"That is not normal. In football you drop points and you lose competitions. I am not thinking about how many titles, I am thinking about the next game."
City relied on penalties to beat Wolves in the last round and were under pressure for long spells of the second half and extra time after the introduction of Mahrez, Vardy and Demarai Gray.
The trio started on the bench and watched on as the visitors dominated the first half with only Silva's 26th minute goal to show for it.
But they levelled in the seventh of eight minutes of injury time when Kyle Walker tangled with Gray and Vardy scored the spot kick.
Bravo denied Kelechi Iheanacho and Mahrez in normal time but Foxes boss Claude Puel was encouraged by the performance.
He added: "It's a disappointment. But I have no regrets about our players, our game. All the players gave their best. It was competitive game between two good teams. It was encouraging for the future.
"We have to keep this high level of performance. It was a good response after our last game on Saturday.