Blues saw an unbeaten run of five matches in all competitions come to an end on Tuesday when they slipped to a disappointing 2-0 defeat at the hands of Newcastle.
The Barclays Premier League takes a backseat now, though, as npower League One side Wednesday head to St Andrew's before Arsenal await at Wembley next weekend.
"We've got a break from the league now with the FA Cup and we've got the big one at Wembley the week after," Jerome said.
"On Saturday hopefully we can put in a good performance and pick up a bit of confidence for the cup final.
"As long as we get this hangover out of our system, sooner rather than later, we can go into the cup final with a smile on our face and to do ourselves proud."
Source: PA
Source: PA