He says the moment would be particularly special.
He said in The Sun: "Just playing in the final is an incredible feeling.
"But to lift the trophy at Wembley as United captain would be the pinnacle of my career. It would be a dream come true."
The centre-back says United are spurred on by memories of the defeat to Barcelona in the 2009 final.
"In a final, you remember the way you lose," he added. "You want to play again and win."