The conviction that they can match top Premiership sides was instilled as they took Celtic to penalties in Sunday’s epic final at Hampden Park.
Losing 4-3 in the shootout ultimately left Hearts disappointed after their spirited comeback during the previous 120 minutes. They were 2-0 and 3-2 behind in the 3-3 draw, defying their Championship status against a team who secured a quadruple treble by lifting the trophy.
Hearts play Ayr United at Tynecastle Park in the second tier this weekend, and Neilson hopes to continue towards promotion with players imbued with extra confidence.
“We had a wee chat and spoke about taking what we did on Sunday, how well we did and how close we got, plus the belief that we can and should be there more regularly. We can compete with one of the top teams in the county and were even at a point when we were ahead of them,” said the manager.
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“There are a lot of positives. Yes, there are disappointments, but we’ve got to use that to make sure we get ourselves back. We’ve got 20 games to go in the league, we want to win them all and then we’ve got four Scottish Cup games to take us back to a final. There’s a belief now we can get there.
“When you get to quarter-finals or semi-finals and get knocked out, you never really believe you can get there and win it. But we now have that belief that we can not just get there, but almost go all the way. The players almost did enough to win it and the next step for us is to make sure we do enough to win it.”
The aim is to try and win this season’s Scottish Cup as well as promotion and Neilson feels Sunday’s experience will help. “People talk about when you go into Europe as well but it’s also in the cup, that experience of playing in these games,” he explained.
“Very rarely do you see a team that has never been in a final before turning up and winning it, especially when they are playing against a team who has been there consistently. You have to learn how the game goes and what it’s like.
“We have players who have been there a lot of times, which I think really helped us on Sunday, but for some guys that was their first final. The next time we get a final we’ll be more relaxed and know what is going to happen.”
Hearts now revert to a total contrast on Boxing Day as Ayr prepare to take on the underdog status against by far the biggest club in the division. Neilson is perfectly comfortable with the backdrop changing.
“I think we’re always the target anyway. If I was one of the other teams, when Hearts turn up then you up your game,” he said.
“We’ve set the benchmark a few times this season and done really well. For us it’s just a case of winning the game on Saturday. It will be a totally different game. It’s finding a way to win.”