The south Wales side are set to contest their maiden domestic cup final on Sunday, and face League Two opposition who have also beaten the odds to earn their place at Wembley.
With the Swans having defeated the likes of Liverpool and Chelsea to reach the showpiece, Rangel believes his team-mates will still be at their best despite not going into the game as underdogs.
"I think you always have the pressure," Rangel told Sky Sports. "This time we are not the underdogs, we know that. At the end of the day, it's the cup final and it's all about emotions.
"Winning promotion from the Championship there was one of the highlights of my career. We are going back now and have the chance to experience it again.
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"All we have to do is go to Wembley and perform. The most important thing is to win it. You don't want to go there and just play it.
"You just have to think what you would feel like if we went to Wembley and didn't win it. We would feel so bad.
"We know that if we don't win it, it will be a massive disappointment even though we have had a great competition. Let's hope we win it."
The Spaniard went on to hail the work done by manager Michael Laudrup this season, before also crediting the Dane's predecessors in the role.
"He's a great manager," added Rangel. "He's a big name in football and knows the game very well. What he's done at Swansea is incredible.
"We also have to congratulate the four managers who have been here over the past six years. They've all played their part but obviously the most recent one will get the credit.
"We are in the top 10 of the Premier League and in a cup final so he deserves it 100 per cent."