"They are always big games [against Liverpool] and it's nice to play when you have to compete against big players. It's always a good atmosphere, so it would be nice to play," Cudicini told Chelsea's website.
"It's a quarter-final for the first trophy of the season. We are the holders of the trophy so we want to do well and get through."
Cudicini has also given his opinion on the judgment of the FA to appoint his former manager Fabio Capello as England manager.
"I hope for England that he is going to be successful. I think he could be the right man, he is a great manager and has great experience," Cudicini said. "Everywhere he went he won trophies, but he has a big difference with the way he has to manage the team but I think he has the experience and the right staff around him, plus the English person that will be on side as well, I am sure they will do very well.
"This is my wish as well, although I am Italian, I have lived here for a long time. After what I saw against Croatia, a lot of my team-mates were really disappointed. I wish them all the best with the new manager, and I will celebrate as well."