The north London side are trophyless since 2005, with Birmingham beating them in the Capital One Cup final in 2011 in their only other final berth in nine years.
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"It would be nice to stop Arsenal winning anything again," he told reporters. "It'll be difficult, but it's a cup final and it's probably best to be an underdog.
"We've shown against the big boys in the league that we can match them. Liverpool are flying high at the top of the league and we beat them, so hopefully with Arsenal we can do the same."
Huddlestone hailed the impact of manager Steve Bruce after the club reached their first ever FA Cup final, and revealed that pre-season aims were solely to avoid relegation.
"I don't think anybody, if they're being honest, would [have expected an FA Cup final place]. If you offered us 17th position at the end of the season, everyone would have bitten your hand off," he continued.
"To be in the FA Cup final and doing fairly well in the league and a few more points away from safety with five games left to play is down to the squad.
"The manager has been brilliant with the way he has brought players in and ultisilied the squad."