Michaels has not been offered a deal for 2017 by the Black and Whites and appears likely he will return to Australia.
The winger said ideally he would like to stay in Super League, but if he does leave the UK it will be with some precious silverware.
“That’s all my goal was, my focus,” he said.
“There was no bitter feelings, my focus was definitely to win a trophy and we’ve done that.
“Hopefully we’ll get another crack at another one. But we’ll enjoy this one, we’re not thinking about going to Old Trafford yet.
“I’ve got no idea [where he will be in 2017]. It was getting to me a little bit but I’ve got this focus now of winning another trophy and finishing the year off well.
“If I finish here and it’s my last year, it’s not the end of the world for me. But I feel like I can keep playing.”
Michaels described winning the Challenge Cup as feeling “a bit surreal”.
“We got the monkey off the back, the town needed that,” he said.
“It means a lot to the Hull boys, the locals in our team, and that’s what we were doing it for.
“I thought we were gone. I thought Currie was going to score, I thought the game was gone.
“But that’s Danny’s [Houghton] game isn’t it? He turns up, it was probably his 60th tackle or something like that.
“I can’t talk him up anymore. He’s a freak, he’s a machine.”