Liverpool captain Steven Gerrard is looking forward to leading out the side at Wembley for the first time but has cautioned against complacency.
The Reds drew 2-2 with Barclays Premier League leaders Manchester City on Wednesday to book their place in the Carling Cup final 3-2 on aggregate, where they will face Cardiff on February 26.
And Gerrard, who has never been to the home of English football with his hometown club, admitted: "It's been too long for this club to not be in a major cup final, so it's nice to finally get there."
He added: "It's going to be superb for myself. I've led the boys out at Cardiff before but to lead them out at the new Wembley stadium is going to be a special occasion for myself.
"It was a tough game but we were brave, we were bold and we attacked, and we got our reward.
"A big 'well done' to everyone who has taken part in the Carling Cup so far but the key message now is that it's not done.
"Arsenal slipped up against Birmingham last year when they were massive favourites.
"I'm sure we'll be massive favourites but we've got to show Cardiff respect and put in the kind of performance we put in [on Wednesday].
"It's going to be the game of their lives. They're going to be right up for it. They are going to play at a level they've not played at before so it's important that we don't drop our standards.
"We've got to raise our game and if we do, I'm sure we can lift the cup."