The Latics have reached the cup final for the first time in their history and will meet 2011 champions Manchester City at Wembley. Wigan's success has come as a surprise to many, including Caldwell's brother - and former Wigan defender - Steven.
The Latics captain said: "I spoke to him earlier this year saying it would be great if Wigan could win a trophy. He didn't think it was possible so hopefully I can make him eat his words on Saturday."
Caldwell remembers well watching the cup final with his brother at home in Scotland.
The 31-year-old picked out Manchester United's 1-0 win over Liverpool in 1996 as his abiding memory of finals from his youth. Eric Cantona scored the only goal five minutes from time in a final also remembered for Liverpool's cream suits - a fashion statement Wigan will not be copying on Saturday.
Caldwell said: "The one that sticks out would be the silly suits and the Cantona volley in the final minutes for Manchester United to win the double. It wasn't a great match but it was a great occasion.
"I just remember as a kid watching both cup finals. Obviously being Scottish the Scottish Cup final is a big day and a big occasion but I always remember getting up with my big brother and the family and watching the whole build-up to the FA Cup final.
"Back in the day it used to be a whole day event, and because it was the last day of the season it was a real showpiece day.
"You used to sit and watch that every year and to think one day you'd be a part of it was obviously a dream and that dream's come true this weekend."
- Sports & Recreation
- Manchester United