Newcastle host Tottenham on Wednesday night looking to book a place in the last eight of the competition they won last year.
The Magpies have Champions League football to think about this season but that doesn't mean the League Cup has been shuffled down their list of priorities, with Bruno telling of United's desire to keep the trophy at St James' Park.
“It means a lot. We want to keep making history," said the captain, whose 90th minute goal secured a crucial win over Fulham in the Premier League on Saturday.
“We went 70 years without a win, but we can make it two in two. It's a big possibility, a big opportunity, so we don't want to miss it.
“It’s going to be a big game for us and we hope we're going to be ready for taking advantage in the game.
“It’s a big moment, and even more because we won last season. We want to do it again, keep making history, against a great and very focused team.”
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Newcastle boss Eddie Howe described Bruno as a "special player and special person" after his last gasp winner against Fulham, and for all the midfielder has been a huge force in United's midfield since he joined the club, he says he's focused this season in adding more goals to his game.
"I have to be in the box more," he said.
"Sometimes I miss easy goals, to be fair. And Fulham was a good proof that I can affect the team in that way.
"It was my 150th start for the club in the Premier League and I was pleased to score in that opportunity. The staff have asked me to be more in the box, to help in there, and I was there in a good place to score an important goal for us."
It's been a hectic and gruelling start to the season for Bruno, who endured some travel chaos in this month's international break when the flight carrying Newcastle's captain and club teammate Joelinton from Amsterdam to Seoul to link-up with the Brazil squad had to turn around and return to the Dutch capital.
Newcastle's midfield duo ended up having to get a later flight, extending an already draining journey.
“Two windows broke in the middle of the flight," Bruno explained.
"We were in the middle of the air and could not stop, so we had to fly back. So we lost a few hours to it. Amsterdam to Amsterdam… I’ve never seen this before.
“I was sleeping. I just woke up and said, ‘Two hours to come back to Amsterdam?’ I didn't understand anything. But after they explained to me that it was moving a lot during the flight.
“I was not scared. After, when I knew, I was a little bit. But during the flight, I was okay. Joelinton was awake and when I woke up, he said: ‘We are going back’. I couldn't believe it. I said, ‘Are you serious?’”