Fellaini told MUTV: "It will be a challenge. Monday is a massive game. We have to win it in one game because playing at Arsenal would be difficult. The FA Cup is a special competition, a big trophy in England. I lost a final. I played in a semi-final. This season, I can win it.
"We have showed spirit already a lot of times now and we have to continue like that. We have a big game on Monday, so it is good for the confidence.
"We always keep going and scored in the last minute (against Newcastle). The spirit was good, we kept going and that is important."
Striker Robin van Persie will miss the game against his former club due to an ankle injury, and defender Jonny Evans has been banned for six matches for spitting at Newcastle's Papiss Cisse.