Michael Laudrup's men travel to Stamford Bridge on Wednesday evening for the first leg of their last-four clash, before hosting the European champions for the return on January 23.
And, having been a member of the Swans side which sealed a place in the Premier League with play-off victory at Wembley, the 25-year-old is desperate to appear at the national stadium again.
|CHELSEA V SWANSEA PREVIEW
|9/1||Chelsea are 9/1 with William Hill to draw 1-1 at Stamford Bridge tonight v Swansea
"Swansea City as a football club and as a city in general has made massive strides from where they were a couple of seasons back to now.
"It's a great achievement and obviously we want to give something back to the loyal fans and to ourselves as well."
With Swansea's last victory against the west London outfit having come in 1981, Dyer accepts his side face a battle to progress.
"It's Chelsea, they're a very big team, champions of Europe and they've added to their squad with Demba Ba who is a goal scorer,” he added.
"Obviously it's a massive squad, but then again we can play football and come away with results ourselves.
"We're a good side, a really good side, and I think a lot of the bigger teams now are thinking we're not a pushover and it is going to be a game."