The striker feels lifting the trophy would be a massive occasion for both players and supporters after the club's 51-year wait for a European title
The Eagles face Fenerbahce on Thursday in the second leg of their semi-final clash needing to overturn a 1-0 deficit from Istanbul, and Cardozo is hopeful his side's experience in Europe could prove pivotal.
"Benfica haven't been in a European final for a long time, so it will truly be beautiful to win this competition and bring joy to the people who are always with us, in good and bad," he told Uefa.com.
"So hopefully we can reach the final and win this trophy. We've played a lot of games and gained a lot of experience in the Europa League and Champions League.
"We have to approach this match calmly and play our own game, because we have many great players. We've always done well in terms of playing our own game and we have to try to score goals."
Benfica were fortunate not to have lost the first leg by a greater margin after Fenerbahce spurned a number of excellent chances and Cardozo has warned his side must avoid a similar profligacy in front of goal if they are to reach their first European final since 1990.
"They're very strong, they have some great players," the 29-year-old said of Aykut Kocaman's side.
"It'll be very difficult for us, but we have the quality to get through this round and reach the final. I hope we'll play our own game as always – try to keep the ball and create chances, like we do every time.
"We have to make maximum use of the chances we get because this is a knockout game."