United meet Manchester City as major underdogs.
Asked about the fans lifting the players, Ten Hag told MUTV: I think so. I really admire the fans. I said, the other week, they are the best fans in the world, and we have been together through tough times this season. But I think the fans understand where we are as a team.
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"All the problems we have had, we have suffered, but, in the same times, they have also had, over the last couple of years, tough times. And now we are, for the third time in two seasons, in a final, and we will give everything we have as a team, as individuals, to give them the cup.
"We have to pay them back and, if any fans deserve this, they are the fans of Manchester United."