Wigan will be big underdogs when they take on Manchester City in the club's first FA Cup final, and they have not been helped by a string of untimely injuries.
The Latics looked to have overcome an injury crisis that contributed to a poor run in the Barclays Premier League earlier this season but the problem has returned.
Antolin Alcaraz, Jean Beausejour (both hamstring), Maynor Figueroa (groin) and Ronnie Stam (ankle) have all picked up knocks in recent games, joining long-term absentees Albert Crusat and Ivan Ramis on the sidelines.
Alcaraz is the only one of the six who has a chance of playing again this season, but the cup final may come too soon for the influential Paraguayan.
Caldwell said: "It's one of the worst things in football to be injured and to miss any game but to miss a game as big as this is a big blow for them and hopefully the team that goes out can put in a performance that wins the game for those guys.
"Throughout the course of the competition it's been a real squad effort, from the younger players who started the competition to get us through the early rounds to now the team that's been playing in the last couple of rounds."
Wigan have been particularly badly hit in defence, losing Ramis, Alcaraz, Figueroa, Beausejour and Stam and leaving manager Roberto Martinez short of options.
Caldwell is one of the players who has benefited, with the club captain making only his second appearance in more than two months in Tuesday's 3-2 defeat by Swansea.
Caldwell did not feature in Wigan's semi-final victory over Millwall at Wembley last month and must wait to find out whether he has made the cut for Saturday.
He said: "Sometimes in football you find yourself out of the team. You have to work hard and be ready for an opportunity whenever it comes. Everyone's been working hard and everyone that is fit and available is ready to play on Saturday."
While it will be a first FA Cup final for both Wigan and Caldwell, the 31-year-old Scot is no stranger to showpiece occasions.
Caldwell joined the Latics from Celtic in 2010 having played in two major cup finals for the Hoops as well as one for Hibernian, and he cited handling the pressure as the key to victory.
He said: "The last one (for Celtic) was against Rangers, and to lose a cup final to Rangers is just unthinkable so there was a lot of pressure and nerves that day, as there will be on Saturday for both teams.
"But it's how you manage them and how you stick to your game plan and your beliefs. The team that can do that better will win the game."
City certainly go into the clash as heavy favourites, and a look back at recent results between the teams makes gloomy reading for Wigan fans.
Remarkably, the Latics won their first four Premier League meetings with City but have lost the last seven, conceding 13 goals and scoring none.
The teams last met only three weeks ago at the Etihad Stadium and on that occasion Wigan were unfortunate to come away with nothing, Carlos Tevez scoring the only goal in the 83rd minute.
Caldwell said: "In both league games (this season), even Manchester City will agree we've caused them a lot of problems.
"The last one especially, we were the better team on the night, deserved to win the game, and Carlos Tevez scored a great goal for City.
"We'll have to be on our guard, we know they've got a real threat going forward with Tevez, (Sergio) Aguero and players like that. We'll need to be defensively a lot better than we've been recently but, if we can do that, I'm sure we can cause an upset on the day."