The Spireites enjoyed a break from their league travails with a victorious first visit to the new Wembley, where a second-half own goal from Oliver Risser and an injury-time strike from substitute Craig Westcarr earned them a 2-0 win over Swindon.
Chesterfield are currently seven-points adrift of safety at the bottom of the npower League One table, and Sheridan said: "I think it will help us in the league - it certainly won't do us any harm. But I won't get carried away. It is great for the supporters because it is a trophy but I know where my priorities stand. I am desperate to stay in the division and I think we are good enough to stay in it."
Sheridan added: "I am very proud at the moment. I am lucky enough to have won, and scored, here as a player (in the 1991 League Cup final with Sheffield Wednesday).
"To do it as a manager makes me proud and I am proud for everyone involved with the club, especially the supporters because they have not had a lot to cheer about this season. It is a great achievement.
"I said to the players at half-time to believe in themselves more and go out and play. And I thought we dominated the second half."
For League Two leaders Swindon, a rare defeat, but boss Paolo Di Canio insists the loss will not derail his side's promotion bid.
"It happens to the best players in cup finals, they lose concentration. But not these players in the league, no," said the Italian.
"We next play at home and that is our fortress, so I don't worry. It is a local derby (against Bristol Rovers) so a lot of people will come and support my players.
"These players have the energy and the personality over a season. It will not affect us."
Source: PA
Source: PA