Rodgers predicts a "tight" League Cup final for the Welsh club against Bradford City.
But he added: "Hopefully they can replicate the last Wembley trip and win."
Swansea's previous Wembley encounter was to return the club to the top flight for the first time in 24 years, with a 4-2 victory over Reading in the 2011 Championship play-off final.
"They'll go into the game as clear favourites, for sure," Rodgers said.
"Bradford - obviously I know [manager] Phil Parkinson well and he's done outstandingly well to get his team there.
"They've beaten Premier League teams before and as you've seen in the final last year, Liverpool v Cardiff, they can be tough games so I'm sure it'll be tight, but if you look at the quality of the Swansea team, and the players, hopefully they can replicate the last Wembley trip and win."