The Bantams will face Swansea City at Wembley on February 24 in the Football League’s showcase final after starting the season as 10,000-1 outsiders to lift the Cup.
It is an achievement made all the more remarkable by no other club from the basement division having reached a major Wembley final in the past.
The downside, however, is, according to Jones, that Bradford are now the team everyone in League Two wants to beat.
Bradford’s 35-year-old captain said: “I think our success in the League Cup has made us a big scalp for other clubs. I don’t think there is any doubt about that.
“I appreciate we were the biggest team in the division before all this. Our fan base, for instance, is second to none. Just look at how fast the tickets for Wembley have been selling. But us getting to the final has definitely added something to teams playing against us. Teams see us as their cup final and raise their game accordingly.
“What we have achieved is nothing short of amazing, and getting through to a final like we have has probably just highlighted what a big club Bradford City are at this level.
“The key for us now is to be aware of that and be on our guard in every single game we play. If we do that, we won’t be far short.”
City, who have been ordered by a FIFA panel to pay £215,000 to Falkirk for the 2011 transfer of Mark Stewart, host second-placed Gillingham today looking to build on an encouraging draw at promotion rivals Fleetwood Town a week ago.
It will not, though, be easy with Martin Allen’s side having won their last three games on the road against Rotherham United, Southend United and Bristol Rovers.
Bantams captain Jones added: “The great thing for us is we have the characters to handle that attention. To go 1-0 down like we did at Fleetwood a week ago but come back to lead 2-1 shows what we are about.
“It was just a shame a penalty decision went against us, in the end, and we drew.
“Gillingham is a huge game and if we win then our point at Fleetwood becomes that bit better, there is no doubt about that.”