Arsenal booked their place in the semi-finals with a 4-1 win over Everton on Saturday, and they will meet Wigan Athletic at Wembley in the last four after Uwe Rosler's men beat Manchester City in the competition for a second successive season.
And Oxlade-Chamberlain, who played 78 minutes against Everton, has revealed the hunger within Arsenal's dressing room is greater than ever.
The FA Cup was the last trophy Arsenal lifted in 2005 and, although the Premier League title is still a possibility, Wembley success is at the forefront of Oxlade-Chamberlain's mind.
"As a professional and as a winner, you always want to win things, that goes for every member of our team," the youngster told reporters.
"There's no doubt it's in the back of your mind because all you want to do is win. This is an opportunity for us, we are one step closer.
"Every step, every round you go through, you get that little bit closer and you get hungrier and hungrier for the end result.
"You watch FA Cup games at Wembley when you are growing up and that's where you want to be. That's the stage and that’s what it's all about.
"It's the first time we've been there since I've been at Arsenal, so it's definitely a big thing for us. But we can't get too carried away. It's a game of football and we can't let that occasion affect us too much.
"We just have to approach like we do every other game. We want to be excited but approach it very professionally, calm and cool as we can. Hopefully we can get through and get to the final."