The England international told The Times: "I went to the Chelsea final when they beat us and Roberto Di Matteo scored after 40 seconds.
"It really sticks out in my memory. I was only 13 at the time and it's still probably the biggest game I've ever been to as a fan. Even though we lost, it was a great day out, but I would love to play there and win something and see how this town celebrates.
"All the schoolboy lads went and we each got two tickets from the club. It was a tremendous day out and I will always remember just thinking one day I want to come back here and play in front of all these fans. I've played at the new Wembley [for England], which is tremendous, and I would love to win something there.
"Losing wasn't nice to watch. We had three finals that year and then got relegated, so it was hard, which is why I keep saying to the lads, 'OK, we've got massive games in the Cup, but we've got to keep one eye on the league' because we could easily be dragged back into the relegation mire. When teams go down, a lot of players leave and that would be devastating for this club, so that's why I always say the league is the first priority."