The French playmaker knows from experience how defeat in that fixture at Wembley can derail a season.
Nasri was in the Arsenal side beaten by Birmingham in the 2011 final and remembers how the Gunners subsequently collapsed in the title race.
City, having lost to Barcelona in the first leg of their Champions League tie last Tuesday, can ill afford to lose more momentum in such circumstances as they chase trophies on multiple fronts.
Nasri wants victory over Sunderland in next Sunday's clash to provide a good platform for the closing months of the season.
The 26-year-old said: "I have the experience of losing the Carling Cup with Arsenal.
"After that we only won two games in the league, so a win would be really important for us and the confidence.
"I don't have good memories (of Wembley) with clubs. I have lost a final there with Arsenal and with Manchester City, but I won there with the national team against England.
"I hope it is going to be the same kind of game."
City's pride took a knock during the Barcelona game, which was overshadowed by manager Manuel Pellegrini's controversial complaints about the referee.
But Nasri thinks confidence was restored ahead of the Wembley trip by Saturday's win over Stoke in the Barclays Premier League, even if it came with a laboured performance.
Yaya Toure scored the only goal after 70 minutes at the Etihad Stadium as City finally wore the Potters down to claim three important points in the title race.
Nasri said: "It is always a boost for the team (to win), especially after that midweek defeat.
"We were a little down because of the circumstances of the (Barcelona) game but we did the job."
City expect to be lifted further this week by the return of top scorer Sergio Aguero.
The Argentinian, who has scored 26 goals this term, has missed five games with a hamstring injury but is set to return to training on Tuesday.
Nasri said: "It is going to be a big boost for the team, but you cannot disrespect Alvaro (Negredo) and Edin (Dzeko).
"They have done a great job too. It will be good when another striker comes, and with Stevan (Jovetic) and them we can rotate and be more fresh."