Italian coach eyes team's first trophy in 35 years and reveals he has full trust in striker Mario Balotelli, who is to replace the injured Carlos Tevez at Wembley
City have not won any silverware in 35 years and the Italian has stated the game is a great opportunity to end that barren run by booking a place in the final.
"All my players should understand very well this is a big moment for us," said Mancini.
"We can change the history of the club. The first trophy is the hardest but it is time for Manchester City to win something."
The former Inter boss has admitted that his side had an off-day against Liverpool at Anfield when they lost 3-0.
However, the Italian is thankful that the poor performance did not come against United where he may have felt the wrath of the fans.
Mancini has warned his players not to get caught up in the occasion of the game and to focus on winning it as though it were any other fixture.
"When you build a new team you can always lose matches, like we did against Liverpool," he said.
"It is the first time in a year that we played like that. And it was better to happen at Liverpool than on Saturday.
"I know we have improved a lot. The important thing is that we don't go there and think about the enormity of the game. We cannot afford for our heads to get full with the occasion."
With Carlos Tevez out through injury, City will look to Mario Balotelli to fire them to victory, something which Mancini has no problems with, despite the striker’s poor discipline recently.
He continued: "I trust Mario. He knows it is an important game for him. If his focus is on the game, he can do everything."
The Italian also has no problems with players venting their feelings, as happened when James Milner expressed his disappointment at being substituted at Anfield by shaking his head towards the bench.
"I like it when a player is not happy when he comes off," he said. "It doesn't mean he has no respect for the manager. It is no problem. James is a good guy.
"At this moment, we should be happy.
"When we started the season our target was to reach the Champions League and try to win a trophy.
"We are one month away from the end of the season and we are in a good way. Now it depends on us."