They last won it in 1996 but will be heavy favourites to taste glory again.
Warne is hoping that they can get the better of the EFL newcomers and get the silverware in the bag, which will in turn act as a boost in their League One promotion push.
Warne’s side, despite a late wobble, have been the standout side in League One this season and the boss says it would be good to cap it off with some silverware.
“I don’t know about ‘deserved’ but it would be nice,” he said.
“I’m pleased for the fans, especially those who were at Crewe and have supported the team in every round.
“I’ll be pleased for all of the players’ families who I know will go down and watch their sons.
“All that is pretty amazing.
“For us to win a trophy – and I know that it isn’t the Champions League final, although I am not belittling the competition – it would be a massive achievement.
“If we could do that with a promotion as well then, in my opinion, it would be one of the best seasons that this club has had.”
Despite being a division above Sutton, Warne is not being complacent as their opponents knocked out Wigan in the semi-final.
“Wigan were favourites when they went into their game with Sutton as well,” Warne added. Playing at Wembley is a real leveller and Sutton’s players will be well up for it.
“They’ve been amazing in their first year in the EFL and are going for back to back promotions and have full belief in the way they play.
“They are in really good form and the whole town has got right behind them for this final.
“I think our club have been blessed with Wembley trips over the years, but it is still a massive honour for us too.
“The lads won’t stand in the tunnel and feel superior to Sutton in any way. It is a bit cliched because anything can happen in a final against two good teams.”