The Dons players celebrated in style with 40,000 and more of their fans following their 4-2 Scottish League Cup final penalty shoot-out win over Inverness at Celtic Park last Sunday.
It was the first trophy in 19 years to be won by the Pittodrie club and McInnes was more than happy for his squad to milk the achievement in the subsequent 48 hours.
However, the former St Johnstone and Bristol City boss will not let his players rest on their laurels.
He is looking for Aberdeen to maintain their second place position in the table, which they hold over Motherwell on goal difference although they have a game in hand over the Fir Park men, before they turn their attentions to the William Hill Scottish Cup semi-final against St Johnstone at Ibrox next month.
He told Press Association Sport: "We have to keep going. It is not the end of the season.
"There is so much to play for and so much to miss out on.
"It has been a quick week for us.
"The boys celebrated and rightly so but when they came back, they knew quickly it was about the Kilmarnock game.
"We have 10 league games left and a semi-final and we so we have to keep the focus.
"There is no room for error.
"We are in this position and we have to grab it and show the same consistency until the end of the season and if we do that, then I will be delighted."
Jonny Hayes and Peter Pawlett are out of the Aberdeen squad. Hayes will be out for six weeks with a collarbone injury picked up early in last week's Scottish League Cup final win.
Pawlett missed the cup final with a hip injury but McInnes expects him to be back much sooner than his Irish team-mate. Defender Clark Robertson returns to the squad after recovering from a knee injury.
On-loan Celtic player Jackson Irvine returns for Kilmarnock after sitting out last Friday's clash with his parent club.
The terms of the Australian's move to Rugby Park prevented him from featuring against the Scottish Premiership champions but he will be able to feature against the recent League Cup winners.
However, defender Darren Barr (hip) and midfielder Sammy Clingan (knee) remain on the sidelines.
William Gros wants showdown talks with Kilmarnock boss Allan Johnston after admitting he may have to quit Rugby Park.
The 21-year-old Frenchman signed a new three-year deal with Killie last summer but has quickly fallen out of favour with Johnston.
The former Le Havre striker - who joined the Ayrshire side in 2010 - has started just five games this term and made a further eight appearances from the bench.
His last outing saw him given a mere three minutes against Hearts two weeks ago and Gros admits his patience is wearing thin.
He told Press Association Sport: "The last few weeks have just been the same as the rest of the year for me, sitting on the bench not playing much.
"I have a three-year contract but I don't know what to do. Nobody wants to stay somewhere if they are not playing. We will see.
"I have a big decision to make. At the end of the season I will have to talk to the gaffer about what he is thinking and about what I'm thinking.
"If I were to play more I would be happy here at Killie. But it's a professional pride thing. If you're not playing you won't be happy.
"I'm 22 at the end of the month so I need to be playing."
Killie boss Johnstone has favoured Scotland striker Kris Boyd as the man to lead his attack.
With 18 goals you cannot fault the manager's reasoning but Gros believes he could form an effective partnership with the ex-Rangers hitman given the chance.
"Boydy is scoring goals but I think we can play together," said Gros. "But it is the gaffer who makes that decision. I just have to keep working hard and wait for my chance."
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