Wolves face united in the Carling Cup fourth round on Tuesday night.
He said: “At this moment in time, wouldn’t it be great for us to have a cup run?
“Everyone knows about the games we’ve got. We’ve just been beaten by Chelsea, we’ve got Man United in the cup, [Manchester] City in the league, United in the league then Arsenal in the league.
“So wouldn’t it be great to have a victory of any sorts amongst all of those? And if it’s going to be in the Carling Cup, let’s have it.”
McCarthy expects United boss Sir Alex Ferguson to make several changed from his line-up for the clash with Stoke at the weekend.
“Manchester United played yesterday, so I’m sure they’ll make some changes,” he said.
“It’s quite unusual for anybody to play on Sunday then on Tuesday, it’s strange.”