Underdogs against Manchester City Ladies, who have the boost of playing on their own Academy Stadium ground, David Parker's side are used to being taken lightly.
In the past two FA WSL 1 seasons, the girls were written off as relegation fodder before a ball had been kicked.
But here they are, in fourth place in the league, and in another major final.
"Man City, they are deserved Champions. They have been the best team this season and the most consistent," acknowledged Parker. "They have thoroughly deserved the success they have got.
"But let's put that to one side Sunday. We're going into the lion's den, massive underdogs tag, at the most un-neutral venue you could find for cup final football.
"But it's what we have to deal with. We will go there, we like that tag, we like that spirit we can create and we will give it everything we have got.
"I think the fans will know that and appreciate it by the end of the day."
Manchester secured their first ever FA WSL 1 title last weekend. They have not lost a game in the league - winning 13 of their 15 so far - and have conceded just three goals.
All the talk is of a double for the big-spending north west outfit.
But Blues have extra motivation of their own, too, seeing the Cup slip from their grasp twice previously.
"Third time lucky? Hope so," said Parker, referring to defeats by Arsenal (4-1 and then 1-0) in Blues other final appearances.
"We didn't deserve to win the 2011 final, Arsenal were the better team on the day. But the 2012, that was a missed opportunity for the Football Club. That should have been another trophy, we should have done the cup double that year.
"I feel the same when I look back at 2011 and 2014 league campaigns when we should have been lifting trophies.
"Even though we have over-achieved massively, just to do what we have done and got close to that is remarkable.
"But you are always judged on trophies. When you finish your career and you're asked as a player 'what did you win?', you can put your medals on a table and go 'that's what I achieved'.
"Top of my head, Rio Ferdinand, I don't think he lifted the FA Cup. I'm sure he would have given everything to have won it.
"The girls will feel the same. You want to lift trophies and have medals to show for it."
Blues Ladies head into the Final on the back of a 2-1 victory over Liverpool in what was their last home match of the campaign.
Blues will wait on Andrine Hegerberg and Ann-Katrin Berger who both sat it out, but another of the talented imports Corina Schroder made a goalscoring debut after a long injury lay-off.
It was Liverpool's first league defeat since May and the ideal tonic, said Blues Ladies manager Parker.
"It was huge. That last game, you don't want to go into the final on the back of poor performance.
"We have been able to kick on, really put down a marker and the manner in which we played and the way we controlled the game against a team that's vying with us for a top three, top four finish, was great for confidence."
* The Continental Tyres Cup Final kicks-off at 3pm. Tickets are £7 adults and £3 concessions. There are discounted group tickets available for groups of 15 plus priced at £3.50 adults, £2 concessions and Charter Standard Club discounts are also available.