The Premier League side take on Championship Millwall in the unusual position of being favourites in their first last-four appearance since they were founded in 1932.
Their achievement also finally allows them to get a taste of the good times more usually associated with Wigan Warriors, the country's most successful rugby league team.
"It's good for Wigan, the football side of it, for people to be talking about it (the club) quite a lot now," defender Emmerson Boyce told reporters on Wednesday.
"Wigan is always known for the rugby, they do get a little bit of stick for going to the football, but for now they have their little bragging rights and they can talk about going to Wembley. It's going to be a fantastic day for us."
The players are the first to say Premier League survival is far more important than an FA Cup final appearance but the club's frazzled fans are nevertheless enjoying the Cup run.
"I'm going to Wembley with my son and the reason we're going is we might never get the opportunity again," Sharon Martz, buying a big blue and white flag to take with her, told Reuters.
"Being a Wigan fan is always about watching a relegation battle."
It is not a problem the rugby league half of the former mill town have either much sympathy or empathy for.
The two teams share a stadium but that is about all as the bitter rivalry between fans of the two sports means that a lot of people in Wigan will be supporting Millwall on Saturday.
Such is the passion for rugby league in Wigan and the surrounding areas, that you are more likely to see children scoring tries than netting goals on the local playing fields.
That, coupled with the town's proximity to Manchester United and Manchester City, gives Wigan one of the lowest Premier League average attendances.
Local media reported the club had failed to sell at least 10,000 of their allocated tickets for the Wembley game.
If it were pies on sale it might have been a different story in a town, where the locals are dubbed the "pie-eaters" and where the must-have humorous car sticker reads "no pies are left in this vehicle overnight".
Empty seats will be the last thing on the minds of the fans who do make it or the chairman Dave Whelan, the passionate former footballer whose deep pockets have transformed the club.
Whelan wears a constant reminder of his own Wembley exploits with scars from when as a young Blackburn Rovers defender, appearing in their 3-0 FA Cup final defeat by Wolverhampton Wanderers in 1960, his leg was shattered.
It was a serious break that cut short his top-flight career and after a few years at Crewe Alexandra he switched attention to retail, founding the JJB Sports chain and making millions.
He bought Wigan in 1995 when they were in the fourth tier of English soccer with a bold vow to take them into the top flight.
He was as good as his word with the Lactics being promoted to the Premier League in 2005, where they have been ever since.
"He's put so much into the club and the town as well," Boyce said. "He always tells us to enjoy football because of what happened to his career.
"It's going to be a proud, proud moment for him to lead us out at Wembley."
A 10th-place finish in their first Premier League season and a League Cup final appearance that same year, when they lost to Manchester United, have been as good as it has got for a club that has become synonymous with the relegation great escape.
Last year they were bottom of the table with two months to go before a series of wins, including over Manchester United and Arsenal, changed their fate, while the previous season they needed a final-day win over Stoke City to survive.
This season is heading the same way as the club sit in the familiar surroundings of the relegation zone in 18th place, although they have a game in hand on Sunderland who are above them in safety on goal difference only.
"For us we need to stay in the Premier League, that is the be all and end all," said Boyce. "The Cup is a fantastic distraction from the league."