The only time over 10 showpiece encounters in the dugout the former Barcelona and Bayern Munich boss tasted defeat was when Cristiano Ronaldo settled the 2011 Copa del Rey final in extra time at Barca's expense.
Last season at City was the first time in his coaching career Guardiola finished a campaign without silverware, although the manager of the runaway Premier League leaders did not speak like a man fearing reputational damage on the eve of facing Arsene Wenger's men.
As a player he featured at Wembley when Barcelona won their maiden European Cup in 1992 and his message to younger members of the City squad who are yet to lift a major trophy was a simple one.
"In your first finals you are more nervous than the next ones," Guardiola said. "What I try to say to the players is try to play more like a friendly game.
"In the final you want more calm [but also] it has to be with more courage. That's all and on Sunday we are going to try again.
"I think it's a game we have to try to enjoy the most. It's a final. We are here to play these types of game, why be nervous? Why be worried about win, win, win?
"It's just a game. No regrets after the game – 'Oh, it's too late now, I didn't do what I should do' - because it’s a final.
"Everybody is going to be watching us. It's good for our fans and the fans from Arsenal to be there and it’s a success already to be there. Now we just have to try to win."
Arsenal beat City 2-1 at the national stadium in the semi-finals of last year's FA Cup, the last game Gabriel Jesus missed as he recuperated from a broken metatarsal.
The Brazil striker has been forced to endure another lengthy spell on the sidelines after suffering medial knee ligament damage during the 0-0 draw at Crystal Palace on New Year's Eve, but he is back in training and ready to feature this weekend – in all probability from the bench as top scorer Sergio Aguero leads the line
"With Gabriel, it is because of his mentality," Guardiola said. "He is a young guy, he is strong. He is a guy who will be ready."
Despite suffering a shock 1-0 defeat to League One Wigan Athletic in the FA Cup on Monday, the Carabao Cup could still be the first of multiple honours this season for City, who hold a 4-0 first-leg lead over Basel in the last 16 of the Champions League.
Perhaps with this in mind, Guardiola will not endorse any wild celebrations if his team triumph, with a Premier League rematch at Arsenal on Thursday to consider.
Asked whether he would allow the team to enjoy a few drinks if they are victorious, the 47-year-old's hard-earned experience in the game shone through.
"I think talking about the celebration before the game is stupid, it makes no sense," he replied. "Before the celebration we have to play a game. But normally there is no alcohol."