Pienaar is expected to play in the Wembley showcase after recovering from a hamstring problem he picked up at Fulham on the last day of the Premier League season.
"The belief is there that we can (win) because we are playing against 11 human beings at the end of the day," the South African international told reporters.
Everton are just as much the underdogs as they were in their last FA Cup final in 1995 when they upset Manchester United 1-0.
"It is Chelsea and they are a great team with good players everywhere, but nothing is impossible," Pienaar added.
"Chelsea have good all round players and it will be tough but we just want to play the game and see what happens."
Everton beat Liverpool and Manchester United on the way to the final, meaning that if they defeat Chelsea on Saturday they will have overcome the top three sides in the Premier League to lift the trophy.
"Each and every FA Cup game this season we have put a double shift in and we hope we will do the same in the final but it will be tough because they are one of the best teams in England," Pienaar said.
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