On-loan Liverpool winger Assaidi set up the first goal for Kenwyne Jones in Stoke's 2-1 victory at the Britannia Stadium.
It is three seasons since Stoke lost to Manchester City in the final at Wembley and manager Mark Hughes, a four-time winner of the FA Cup as a player, has made it clear he views the competition as a priority.
Stoke's squad remains largely the same despite Hughes replacing Tony Pulis, but the players have clearly not been reminiscing because Assaidi had no idea about their achievement.
He said: "I didn't hear about that. To play the final at Wembley is nice. I hope to be there and to play but we will see."
It looked a tricky third-round tie for Stoke against Championship leaders Leicester but Hughes named a strong side and they went ahead in the 16th minute.
Charlie Adam fired in a long-range second 10 minutes after the break and it was not until substitute David Nugent headed in a reply in the 77th minute that Leicester threatened a comeback.
Assaidi said: "We were 2-0 in front and they didn't have chances. They had one and they scored but we won the game and that's the important thing.
"In the cup it's very difficult to play against the second division clubs because they fight and they give everything but I think in the first half we played well. The second half we played not so well but the important thing was that we won.
"It was disappointing that we didn't win against Everton but we showed good things (against Leicester) and everyone is very happy with this win."
Stoke had a difficult Christmas, losing heavily away against Newcastle and Tottenham, while on New Year's Day they looked set to beat Everton only for Jermaine Pennant to give away an injury-time penalty.
Next up is a clash with Liverpool at the Britannia Stadium on Sunday, which Assaidi will have to miss because he is not allowed to play against his parent club.
He said: "I've played now a lot and I feel it in my legs but I won't play against Liverpool so I have one week of rest.
"Of course you want to play every game but I can't do anything about it. I will support my team-mates and I hope we get a good result."
The 25-year-old has performed well for Stoke, scoring four goals, most memorably the winner against Chelsea last month, but he remains hopeful his future could still be with Liverpool.
Assaidi has been impressed by Brendan Rodgers' side this season but believes Stoke can come out on top at home, where they have lost only once in the league this season.
The winger said: "They are playing very well, I like how they play and Liverpool is a very beautiful club. But I think if we play like we did against Everton we will make it a very hard game for them.
"At home we can beat everyone. Against Chelsea, Manchester City, against Everton, we showed that we can win against the big teams. We are very strong and the crowd is fantastic behind us and they help us a lot."
Leicester resume their push for promotion to the Premier League on Friday when they take on local rivals Derby.
The Foxes have won four on the bounce in the Championship and are four points clear at the top of the table, but manager Nigel Pearson is taking nothing for granted.
He said: "It's a bit silly for people like myself to be talking ahead of ourselves. We're only just over half way through the season.
"We've worked hard to get ourselves into a good position in the league but we've got to sustain that and it's never easy in what is a very difficult division to get out of.
"It's always a useful exercise for the players to test themselves against players who are playing in a division above us. We've got to get our form right over the entirety of the season to give ourselves a chance."