The USA international played a big role in their run to the final two years ago.
"You want to play in major competitions and you want to win things in your career," Dempsey told fulhamfc.com.
"Hopefully there is more magic in our tank. We did ourselves justice last time; we played with a lot of heart and showed a lot of character to get to the Final of the Europa League. Hopefully we can do the same - it's exciting times!"