The Bosnian already stirred up feelings in the red half of Manchester by suggesting there were more Blues fans in the City.
However, Stretford End Flags, who own the banner, have suggested that it will remain in place as they believe Roberto Mancini’s side have bought the trophy rather than winning it on merit alone.
This has fired up the City team, including Dzeko who is determined to end the Citizens trophy drought on Saturday when they play Stoke City at Wembley.
He said: "I have heard about the banner," he said.
"We want to change history and win something after a long time. I hope we will."
The striker has told City fans there is more to come from him as he’s only found the net five times since his £27 million move for Wolfsburg in January.
"I know I can play much better," he said.
"But it is only the first few months.
"I want to be ready for pre-season and next year I think everything will be okay."
Dzeko has also praised his fellow striker Mario Balotelli as the Italian has come in for criticism this season for his antics but the Bosnian thinks he’s just like everybody else.
"Mario is a good guy," said the Bosnian.
"He is a positive guy and is fun to play with.
"Sometimes it is maybe too much but normally he is okay."