Laurent Blanc's side sit top of Ligue 1 after 20 matches and are still in contention for both domestic cup competitions plus the UEFA Champions League.
Sirigu insists that no competition takes importance for the club, and they must maintain their composure otherwise their competitors will take full advantage.
"We must stay focused," he said. "We know that Monaco and Lille will not make a lot of mistakes before the end of the season.
"And we are committed to the cup and the Champions League, it is especially important to keep continuity in our results.
"Choices do not exist. We cannot afford to make choices and be competitive. We must maintain our momentum.
"We are lucky are lucky to still be in all competitions and we want to make maximum in each.
"(A treble) would be something special, but it is very difficult. We are in January, it is a long road to the end of the season."
PSG return to league action against Nantes on Sunday looking to extend their four-match unbeaten run.
‘Even though it was late in the game, the Arsenal fans started singing my name. It felt like the moment I announced myself as a professional footballer’: Ex-Gunners star recalls scoring first senior goal as a teenager at Highbury
'I started to drive myself crazy': Former Manchester United midfielder explains why it all went wrong for him under Erik ten Hag
