The Bianconeri followed last weekend's 2-0 triumph at Bologna with a 2-1 victory over Fiorentina in the semi-final first leg of the Coppa Italia.
Luis Muriel's solitary goal placed Udinese one step closer to reaching their first Coppa Italia final since 1922.
"I am pleased with the outcome but know that there is still a lot of work to do for us to progress," Guidolin said.
"We are well aware that there is still 90 minutes left to play and anything can happen.
"We know it's going to be tough to play in Florence but we are holding onto our dream.
"I don't know if we will achieve it but we will certainly try."
Udinese travel to Fiorentina next Tuesday for the return leg but in the meantime Guidolin's men are fully focused on taking three points against Chievo.
"We need to turn our attention to the league and after the game against Chievo then we can turn our focus to our Coppa Italia match at Fiorentina," Muriel said. "We need to give continuity to our results and climb up in the standings."
Udinese are in 15th place, six points clear of the drop zone. Rivals Chievo are desperate to end a seven-game winless run.
The men from Verona fell 2-0 at home to Lazio and lie one place behind Udinese and just one point clear of the drop zone.
Chievo have not won since December 8 and have collected just three points since.
"We are in a difficult position in the standings," Chievo coach Eugenio Corini said. "We need to rediscover our winning touch and find some balance."
Corini must overcome the absence of defender Nicholas Frey and midfielder Ivan Radovanovic, both serving a one-match ban this weekend.
The hosts will be without midfielder pair Marques Allan and Giampiero Pinzi while goalkeeper Zeljko Brkic is still sidelined with a back problem and Simone Scuffet will take his place in goal.