Carragher has been at Wembley on international duty but has never turned out for his club at the national stadium.
Carragher said: "There is a still a semi-final to play over two legs and there are some massive sides in there so it is going to be very tough. We'll take the semi-final very seriously.
"I've played at Wembley once or twice for England but I've never done it for Liverpool.
"I'd love to do that but when we have got to cup finals they have been in Cardiff so I've never been there with Liverpool."