With the 28-year old now back to full fitness and expected to start at Wembley after his brief lay-off, more optimistic City supporters will believe that Capital One Cup glory is 90 minutes away.
But he warned: "In England, each game is difficult.
"The performance of the team always has to be very good to win - this is the main difference between football in England and where I've played previously."
Fernandinho also told City's website: "I have no doubt that Sunday will be like this against Sunderland and we must be at our best to make sure we get to lift the trophy.
"We have a chance to win the Capital One Cup and we will try to do it - we always want to win every competition we are in and this is a very important tournament.
"It would be a good start for me here in England in my first season, to win the first competition available."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball