The Reds are undefeated in 15 games in all competitions, 12 points clear in the Barclays Premier League, in a commanding position in the two-legged Champions League tie against Real Madrid and preparing to host Reading at home in the FA Cup fifth round.
"We are peaking at the right time," the defender said. "At the start of the season we had a number of players who were struggling. Now we have a nice, full squad and a lot of people to call upon.
"It all seems to be coming together. There's a lot of confidence and the results are showing. We are going for three competitions. That makes it good for the whole squad to play games and to be happy. When things are going well on the pitch we're happy as well.
"The manager has stressed that he expects to go to the end in all three competitions. We're confident we can fight on three fronts."
Realistically, the FA Cup is surely third on United's list of trophy priorities, and yet Smalling insists there's a real desire within the squad to lift the trophy at Wembley this season.
The 23-year-old describes the competition as "massive" and says Sir Alex stressed the importance of a good run this season before United's first fixture, away at West Ham.
"There are quite a lot of lads who haven't won it, despite being here for a while. It's a competition I've watched since I was growing up and I look forward to it."