The Hoops take on West Bromwich Albion at the Hawthorns on Tuesday in their FA Cup third-round replay after drawing 1-1 with the Baggies at Loftus Road.
“I’m a wee bit of a traditionalist, I love the FA Cup,” Jordan told QPR’s website.
“I’ve had some great times in it and some real tough ones as well, some real heartbreak moments. But I don’t think there’s another competition like it.
“I’m old-school. I’ve been brought up with it and I would love to see us have a run in the FA Cup. But not to the detriment of any other part of our season because we know what our priority is.”
Steve Clarke’s men approach the cup tie in mixed form after surrendering a two-goal lead to eventually lose 3-2 to Reading on Saturday.
With a fourth-round tie against MK Dons or Sheffield Wednesday the prize for the winner, Jordan hopes the Baggies’ confidence will be fragile after the loss.
“They’ll be shell-shocked by that,” Jordan said. “I watched the game and they had it completely under control.
“[Romelu] Lukaku could have had a couple more goals and you could see in his face his frustration.”
He added: “This is an opportunity for us to play against a team that, really, we haven’t had much luck against,” Jordan said.
“We were a little but unfortunate in our league encounter, we certainly should have got a draw. In the cup game they hit us near the end but we showed a bit of character and came back. Hopefully in this replay we can get the result.”