The Gunners ended a nine-year trophy drought by defeating Hull City in last season's final and victory over Aston Villa on Saturday would make Wenger the first post-war manager to win the competition six times.
Hull were Arsenal's Third Round opponents before wins over Brighton, Middlesbrough, Manchester United and Reading - after a Semi-Final which went to extra-time - saw Wenger's side advance.
Arsenal v Aston Villa
The FA Cup Final
Wembley Stadium connected by EE
5.30pm, Saturday 30 May
Live on BBC One and BT Sport
"It's not easy. I would love to do it but I'm not honestly focused on that," said the Gunners boss at the club’s media day when quizzed on a possible sixth success.
"I'm more focused on the fact that we have fought so hard to get there.
"We went to Man United to qualify and we had to win big games to get there. Now we want to finish the job."
With pressure weighing heavy to end their years without a trophy heading into the showpiece 12 months ago, Wenger says he feels the same need to deliver on this occasion.
"The demand was absolute last year. Personally I am always the same when I go into big game like this - I have always the same pressure, I just want to do it."
One man who will miss out at Wembley on Saturday is Arsenal’s England striker Danny Welbeck. The former Manchester United man has not featured since the draw with Chelsea at the end of April.
"His bone bruising of the knee has not healed," revealed the veteran boss.
"It took longer than expected. He didn't practice until (last) Friday, so I knew he would be short for The FA Cup. I was prepared for that."
