Nwankwo Kanu hopes to see action today's FA Cup final for Portsmouth.
The veteran Nigerian is the most decorated African player of all time - having also won the Champions League with Ajax and the UEFA Cup with Inter, plus league titles in Nigeria and Holland.
Kanu, 33, who has offers from Australia and the Middle East, said: "This could be my last year in England so going back to Wembley will be special.
"The big stage is the best for a player and I'd say Wembley is the best one of all.
"It has been a happy place for me and hopefully will continue to be against Chelsea. They have some world-class players but it is a cup game and anything can happen.
"There is no point in us playing if we do not believe we will win.
"I've always adopted a positive attitude and I love being a winner.
"They are favourites but that means there is no pressure on us. We can go out and play with freedom."