City were held to a 0-0 draw by Mark Hughes’ side on Wednesday, despite dominating much of the second half and creating a series of clear-cut chances, with Stoke’s stubborn resistance frustrating the Blues.
But Caballero says the most important thing now is to beat Middlesbrough in Saturday’s FA Cup quarter-final and take another step towards winning a major piece of silverware this season.
“We lost two points that we should win, and this is a pity,” he said. “Our next goal now is the FA Cup.
“We know that if we win on Saturday we will be at Wembley, in the semi-finals, which means we bring our fans there. This is what we want and enjoy the most.
“This is what we want to do. It is a new chapter, and we are only focused on this game.
“We expect a very similar Middlesbrough team to the one we faced in the Premier League game at home - defending very deep, trying to attack quick and trying to find (Alvaro) Negredo to create as many chances as possible - the same game as at the Etihad.
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“Middlesbrough never give up and will fight until the end. We know what happened here in the Premier League and we will have to be very careful.”
City remain third in the Premier League, level on points with Tottenham but 10 adrift of leaders Chelsea with 11 games of the season remaining.
Caballero admits the dropped points against Stoke were a setback in their title bid but believes there were plenty of positives to take from the way the team continued to attack their opponents until the final whistle.
“This is not frustrating because we did our best,” he added. “It would have been frustrating if we didn’t attack well and created many chances.
“But we gave everything we had, we tried harder, we had many chances, especially in the second half, but we couldn’t score.
“It was a pity. It hurts a little bit – not winning the three points at home, because it was a good opportunity to keep putting pressure on Chelsea and keep the distance with the rest of the teams that try to fight at the top with us.”
