Sanchez: We've watched videos of Arsenal wins
The Chilean has spearheaded Arsenal's attack since arriving from Barcelona for £35 million last summer, scoring 24 goals in 50 appearances this season.
Despite only arriving in England after the World Cup, Sanchez already understands the passion surrounding the FA Cup and admits Arsenal players were given a history lesson ahead of Saturday's showpiece against Aston Villa.
The reason why I moved to Arsenal is because there was a group of young players with the ambition to achieve things. I thought Arsenal was the perfect club for me, the perfect club to win titles and compete in every competition
"The FA Cup is a competition with amazing history," Sanchez told BT Sport. "Today we watched a video about Arsenal’s previous wins and thanks to the clips I trained with even more motivation. I hope we can win the cup so the Arsenal supporters are happy.
"The reason why I moved to Arsenal is because there was a group of young players with the ambition to achieve things. I thought Arsenal was the perfect club for me, the perfect club to win titles and compete in every competition."
While Sanchez is excited about his first final as an Arsenal player, the FA Cup is only the start of the 26-year-old's hopes at the Emirates Stadium.
"I have still got more ambitions to win more," said the forward. "I would like to be closer to winning the Premier League title and get further in the Champions League. Every time I play I do it with the same motivation. I want the team to grow more and to compete in every competition we play."
The 2015 FA Cup Final is live on BT Sport. Watch all the build-up, including the full interview with Alexis Sanchez, on BT Sport 1 with a live preview show at 1pm from Wembley ahead of live match coverage from 5pm.