The former England captain is the only member of the Super League champions to experience success in rugby league's famous knock-out competition - his two winners' medals both came with Bradford at the expense of Leeds - and was in the team that finished as runners-up at Wembley last August for a third consecutive year.
"It's a fantastic competition. It was the first trophy I ever won as a professional back in 2000," said Peacock. "I remember it well. The game was nearly off because of flooding on the pitch at Murrayfield. We flew up and were there for four days, which clubs don't do now. I played the first 20 minutes, came off and didn't go back on - but it was just great to play in a Challenge Cup final."
Peacock, now 35 but playing as well as ever, missed the 2010 final with a knee injury but was in the Leeds team that lost to Wigan and Warrington at Wembley in the last two years.
He feels the team have genuine reasons to believe that this could be their year.
They go into the tie on the back of an eight-match unbeaten run which has lifted them to within touching distance of Super League leaders Wigan.
That is in sharp contrast to the situation 12 months ago when they were limping along in seventh place and only hit their form late in the season to finish in a blaze of glory at Old Trafford.
"It's about desire," Peacock said. "We want to finish higher up the table. Some of our younger players are a bit more experienced and add a lot more to the team, and guys like myself, Kylie (Leuluai) and Brett Delaney had a full pre-season.
"On top of that, (coaches) Jimmy Lowes and Brian Mac (McDermott) have created an environment that we're thriving in. Players enjoy the hard work and the challenges it brings.
"The worst place to lose is the semi-final because you don't get the chance to play at Wembley, but losing in the final is frustrating. This year we could have the team to do it but there are four games to go yet."