Over 40,000 Wednesdayites will cheer the team on at Wembley in the all-Yorkshire affair, with a place in the Premier League the prize for the winner.
Should the Owls seal promotion, the club can expect an instant cash boost of at least £170million.
Fresh from revealing he has penned a three-year deal with the Hillsborough outfit, head coach Carvalhal said: “We shouldn’t feel under pressure.
“First of all, we are underdogs. We have come from 19th position to the play-offs and now the final.
“If we had felt pressure in some matches, we wouldn’t be where we are now and would probably be in Algarve drinking some beers on our holidays!
“We don’t have any kind of pressure. If you have have fought hard, run a lot and played good football to be here, it doesn’t make any sense now to feel negative pressure. It is positive pressure and we are looking forward to the game.”
Although there is a lot riding on the showpiece fixture, Carvalhal, who cut a calm, relaxed figure in his pre-match press duties, is backing his players to embrace the big stage.
“The players know they are not under pressure,” he insisted. “If you on your holidays to Iraq, you will be under pressure.
“If you go to the Algarve, you won’t be under pressure. Why? Because you know what will happen in the Algarve but you don’t know what will happen in Iraq. It is the same in football.
“When you go to some places and you don’t know what will happen, you feel pressure. But when you go and do something and you know exactly what you must do, you don’t feel any pressure.
“Our players are ready for the game.”
The former Sporting Lisbon and Besiktas chief is urging Wednesday’s fans to push the side this weekend.
“My challenge to the fans is do your best, push the players from start to finish,” he said. “Applaud them when they make mistakes and let’s see if this kind of energy will be enough to beat one of the strongest sides in the competition.
“Hull are a really good team with a good coach. It’s a Premier League team. They have got their strong points but like all the teams in the world, they have their weak points.”