The striker remained focused on City's finals as he collected the Football Writers' Association's Footballer of the Year award in London on Thursday.
Haaland has scored 52 goals in 51 games for City – ahead of Sunday's Premier League finale at Brentford – following his £51million move from Borussia Dortmund last summer.
City face Inter Milan in Istanbul in the Champions League final on June 10, a week after they play Manchester United in the FA Cup final, having already won the Premier League.
They are aiming to emulate their city rivals' achievement of 1999.
Haaland said: "There are two finals left, we have to stay focused even though we won the Premier League.
"We have to stay focused to achieve what we can achieve in the next two finals. I will do everything I can to achieve good things in the finals and hopefully win both.
"It's a good thing being favourites (against Inter Milan) because it means we have qualities, we have to attack the game in our way, play our football and in the end we'll see who wins it."
Haaland earned 82 per cent of the votes to win the FWA award, 75 years after Sir Stanley Matthews won the first trophy, ahead of Arsenal's Bukayo Saka and Martin Odegaard.
"I feel good, it's a special moment," he added, speaking to the FWA. "I expected to do good things but, to do this, I didn't expect."
He has broken the record for the most Premier League goals in a season with 36 as Manchester City wrapped up a third straight title with three games to spare, having trailed Arsenal by eight points at one stage.
"It's really just about taking it game-by-game, to be honest, and to focus on what we can focus about," said the 22-year-old.
"I don't like to focus on the future or the past. I like to live in moment and I like to take it game-by-game – exactly what he (Pep Guardiola) said we were going to do and that's what we did.
"We focused and we achieved exactly what we wanted to achieve. In then end it's unreal what we did, being behind all season and we came like a unit together. It was amazing and an amazing feeling."
Chelsea's Sam Kerr took the women's award, making the Australian the first player to win the trophy in consecutive seasons.
The striker scored the winner in Chelsea's 1-0 FA Cup final triumph over Manchester United earlier this month.
Chelsea, who have a two-point lead over Manchester United, know victory at Reading on Saturday will seal the WSL title on the final day of the season.
Kerr said: "It's amazing. It's something that I'm very proud of. Off the back of the Euros women's football has grown a lot. Walking down the street, the crowds are bigger. Everything's just increased over the last year.
"I think to some people it might look easy but every year it gets harder and harder (to win the league). Anyone that's involved in football knows how hard it is to come back year after year and to stay at the top. So we're doing everything to win on Saturday."