The 26-year-old has netted 16 goals for the Swans this season and could win the first silverware of his career at Wembley against Bradford, sealing qualification for the Europa League in the process.
Spain coach Vicente del Bosque, meanwhile, has promised Michu his first international cap in the upcoming friendly against Uruguay.
"I hope it will be a great February for me," he told Sky Sports. "Playing for Spain and winning at Wembley would be great.
"I believe we can win at Wembley and play in Europe. We have done well in the league and now we're in a cup final. It's the most important game of my career and if we win it will be the first title of my career.
"I've also never been to Wembley but I hope to play well in the final, with Swansea bringing home the trophy. It will be a difficult game against Bradford but we can win."
Michu's fine form has seen him rewarded with a new contract until 2016 but despite his remarkable impact in Wales, the 26-year-old insists he has not reached legendary status at the Liberty Stadium.
"I am also happy to hear that Spain boss Vicente del Bosque says I'm playing the best football in my career," he continued.
"I have been confident in my ability this season. But I'm not a legend at Swansea. I try to work hard and score goals for the team."