Wenger, though, added that his cup record was as good as anybody else's throughout his two decades in north London as he explained why it was hard to constantly win titles.
A determined Arsenal squad led by Mesut Ozil, who chose to remain with the side until 2021, will come out all guns blazing to give a seemingly invincible City side a run for its money.
The dream of a quadruple might be over for Manchester City, but they now have a chance to prove their fortitude by winning the first trophy in a potential treble.
He will start the club's Carabao Cup final against Manchester City on Sunday but he has admitted that the occasional appearances may not be enough to keep him at the Emirates Stadium.
He said: "What is important is the relationship with your players and that you are happy working together and trying to win titles together". He urged his side to relax and enjoy the occasion but make sure when the final whistle goes they have "no regrets". They are hopeful that Aaron Ramsey will be fit enough to feature at Wembley while Henrikh Mkhitaryan is cup-tied, opening up a spot in the XI for Alex Iwobi.
It may have taken two penalty shootouts en route the Carabao Cup final but Pep Guardiola is on the brink of his first trophy in English football. Oleksandr Zinchenko or Danilo could feature with Benjamin Mendy (knee) out long term. "I try to say to the players, "Try to play more like in a friendly game, to be more calm".
Guardiola has triumphed in six of his previous seven major domestic and European finals, losing only to Real Madrid with Barcelona in the 2011 Copa Del Rey final.
Will it ever be repeated in the hyper-competitive world of the Premier League?
Raheem Sterling is struggling to be fit for Manchester City's English League Cup final against Arsenal on Sunday but Gabriel Jesus could return, club manager Pep Guardiola said on Friday. Their bid for a clean sweep came to an end with a shock loss to League One Wigan but Guardiola expects his team to respond.
The Gunners have beaten Doncaster Rovers, Norwich City, West Ham United and Chelsea to reach the final, and victory over City would salvage a season that has not gone to plan.