The 40-year-old has played in three League Cup finals, all for previous club Middlesbrough, losing to Leicester and Chelsea before finally lifting the cup with victory over Bolton in 2004.
The Australia international moved to Stamford Bridge from neighbours Fulham on a free transfer over the summer and is expected to make his debut in Tuesday's night's Capital One Cup third-round clash at Swindon.
The former Bradford stopper is set to draw on his happy memories in the competition and is confident Chelsea can go far this season.
"Over the years my sides have done reasonably well and I've won it once before with Middlesbrough, as well as playing in a couple of finals, so generally I've had a pretty good time," Schwarzer told the club's official website.
"I played at the old Wembley Stadium twice, once against Chelsea, which was fortunate, and then at Cardiff for the final we won in 2004, but I've never played at the new Wembley, which is something to aspire to this time around for sure, and I'd like to help the club reach another final.
"We will approach the game in the right way, we've got a very strong squad travelling and we will approach this game as seriously as any other."