Hazard has won the Premier League and League Cup at Chelsea, leaving the FA Cup as the major medal he is yet to collect in English domestic football.
Chelsea last won the FA Cup in 2012 and Hazard is hoping to win Chelsea's first trophy of the season as Antonio Conte's side hunt a league and cup double.
"The FA Cup is a massive competition in England, it's the oldest cup in the world," Hazard told the official semi-final match programme.
"Since I came here, I have reached the semi-final but I've never had the chance to play the final, so I hope this can be my first year to reach the final and, why not, to win the competition.
"Wembley is a massive stadium to play at - it's one of the best in the world and this stadium is all about the big games - and we need to shine when we come to play here."
Tomorrow's game will be the the competitive match since Roman Abramovich became owner of the club in 2003... https://t.co/qRRXbcZLHe— Chelsea FC (@ChelseaFC) April 21, 2017
Saturday's clash pits the Premier League's top two clubs against each other and Hazard insists his side are fully prepared for the challenge.
"It's good to create some stories like this between two clubs and it can be a new story," the Belgium international added.
"It could be good or bad, although I hope it is a good one for us, but it's true that they have been up there for two or three years now and we are there at the top of the league. So it's a real battle for the title in England and also for a place in the cup final.
"They have some great players, they're a good team, with a good manager, so everything is ready for a big game in a big stadium. Let's go!"