Banega admits it will mark his last game for Sevilla as he plans to move to the Middle East this summer.
Following victory over Manchester United, the Argentine stated: "It also makes me nostalgic to say that it will be my last game, but what we have to do is win the final.
"It was a very difficult semifinal, against United that has young footballers who play very well. At first they managed the game, but we knew how to overcome with calm and experience.
"In duels like this you have to suffer, but Sevilla try to play good football and when not we work like crazy. Not every day you reach a final.
"There remains a lot to do, but the feeling of this team, the union that exists ... That makes us stronger and is reflected on the field. I am very satisfied with this path that we are all traveling together."