"I can't wait until Monday to play the game," the Italian said. "It will be amazing to play at Wembley because every time I've watched a game there my eyes were nearly crying.
"There's a great atmosphere and inside me it's a great feeling to play at Wembley. Two days earlier the Champions League final is there - the most important game in Europe. For us this is our Champions League. I've played in the Under-19s European Championship and a Champions League game with Chelsea, but it's nothing like a Wembley final."
The 20-year-old will decide his future after the game as he will not be returning to Chelsea.
The Swans' interest is certain to be matched by a host of clubs, with Serie A side Parma currently heavily linked.
But Borini said: "My future now is all about Wembley and all the rest is coming afterwards. I won't think about anything else apart from the game."