Nasri was part of the Arsenal team beaten in the final of the competition in 2011, with that loss to Birmingham City heralding a poor run of league form towards the end of another trophy-less campaign.
The France international, also a runner-up in the FA Cup last season, is eager to banish his bad Wembley memories against Sunderland and maintain City's momentum as they bid for silverware on four fronts.
"I don't have good memories in the cups, because I lost the final with Arsenal as well as last season," Nasri said in quotes reported by the British media.
"We got to the final with Arsenal and lost. After that, we won only two games in the league, so a win would be really important for us and for the confidence."
City bounced back from their UEFA Champions League defeat to Barcelona on Tuesday by seeing off Stoke City at the weekend, keeping them firmly in the Premier League title race.
Despite not being at their fluent best on Saturday, Nasri is confident that the potential return of Sergio Aguero from injury for Sunday's final will help push Pellegrini's side back into top gear.
"It's going to be a big boost for the team to have Aguero back, but you cannot disrespect Alvaro Negredo and Edin Dzeko because they did a great job too," he continued.
"It's going to be good when another striker comes back, with them and Stevan Jovetic, so then we can rotate and we can build more pressure up front."
