The Wales international faces the team he watched as a boy, and who are supported by his father, and the one he fulfilled a lifetime's ambition with by playing for on loan last season.
But despite the strong ties he knows the only outcome acceptable for him is a Liverpool win which secures an eighth League Cup.
That is not to say he does not wish the Bluebirds well for the future as he believes they are due some good luck.
Cardiff have been two Wembley finals in the last four years - once in the FA Cup and the other in the Championship play-off - but have fallen short on both occasions.
Bellamy hopes it will not be third time lucky but has a degree of sympathy for the South Wales club, who skirted close to administration not too long ago.
"It has been an incredible run for them over the years, to reach an FA Cup final and play-off final," said the 32-year-old.
"With the transfer embargoes and the problems they have had financially they are not a Liverpool - it is hard work and I saw last year how hard it can be.
"Things like strappings weren't paid for and when I needed treatment and I had to pay for it myself.
"That is just the resources at a club like Cardiff, it can be a real struggle at times.
"For them to reach this stage I feel is more reward for them because for us at Liverpool we've won this seven times and it is just another opportunity to add to this incredible club's history.
"How many times have we won the European Cup - five times. It is just endless to what we have been able to achieve.
"It is great for Cardiff as they have a lot of people who work hard day in day out - which obviously we do at this club.
"So a big part of me hopes this affects Cardiff in the right way and they are able to gain momentum in years to come from this experience.
"But selfishly I hope it is a narrow win for us and I play no part in the winning goal."
Despite his protestations it seems the stage is set for Bellamy to play some significant part on Sunday.
That would be no great surprise considering the impact he has had on Liverpool since rejoining on a free transfer in the summer.
The Welshman has arguably been their best player, despite occasionally having to be restricted to substitute roles to protect his ageing knees.
However, the player himself was always confident he could reproduce his top form at the highest level again even after a season in the npower Championship having been frozen out by Manchester City manager Roberto Mancini.
"It was either going to be here or Tottenham and I had a great choice," he added.
"I was relaxed because I was going to make an impact wherever I went and that is myself believing it, it was not me trying to be arrogant.
"I was in great shape, I ended the season really strongly at Cardiff and felt really good and sharp and didn't want the season to end and I just carried that momentum on.
"I had a really good pre-season with Man City and just came into this really fit and I knew no matter where I went or who I played for I was going to make an impact.
"I have been lucky enough to stay away from injury and it has allowed me to do that."
Carling Cup Final Facts
* Liverpool are playing in a record 11th League Cup final, having won the trophy a record seven times.
* The two sides have met only once in the League Cup in October 2007, which Liverpool won 2-1. From that team only Steven Gerrard, Jamie Carragher, Fabio Aurelio and Lucas Leiva remain at Anfield.
* In three cup meetings in their history Cardiff have the advantage thanks to two FA Cup victories. All three matches finished 2-1.
* Liverpool have scored in 43 of the last 44 League Cup matches - their only blank coming at Chelsea in December 2007.
* Victory for the Reds would make Kenny Dalglish only the third manager after Sir Alex Ferguson and Jose Mourinho, to win all three major domestic English trophies.
* All of Liverpool's League Cup final victories have come when the League Cup has been sponsored by a drinks manufacturer (Milk Marketing Board 1981-84), Coca-Cola 1995 and Worthington's in 2001 and 2003).
* Cardiff have reached their fourth major domestic cup final and will make their second final appearance in five seasons at Wembley.
* Only Kevin McNaughton, Peter Whittingham and Stephen McPhail remain from the team which lost the 2008 FA Cup final at Wembley.
* In a sequence stretching back to 1953 Cardiff have won eight of the last 10 meetings with Liverpool in all competitions, and of 29 games in all Cardiff have won 18 times to Liverpool's nine.
* Only five times previously has a lower-division side lifted the trophy - Norwich (1962), QPR (1967), Swindon (1969), Aston Villa (1975) and Sheffield Wednesday (1991) - with QPR, Swindon and Wednesday all defeating top-flight opponents.