Fernandinho, who joined City from Shakhtar Donetsk last summer, has impressed during his first season at the Etihad Stadium and he is keen to taste his first success with City on Sunday at Wembley.
Despite the points difference between the two sides in the Premier League, Fernandinho is expecting a tough encounter against Sunderland, admitting every game in England is difficult.
"In England, each game is difficult," Fernandinho told the club's official website.
"The performance of the team always has to be very good to win - this is the main difference between football in England and where I've played previously.
"I have no doubt that Sunday will be like this against Sunderland and we must be at our best to make sure we get to lift the trophy.
"We have a chance to win the Capital One Cup and we will try to do it - we always want to win every competition we are in and this is a very important tournament.
"It would be a good start for me here in England in my first season, to win the first competition available."
Fernandinho is hoping to make it a memorable few days for him as he prepares to make his return to the Brazil side for next week's friendly against South Africa.
The 28-year-old has been recalled to the Brazil squad for the first time in two years for the game with South Africa and he is determined to take his chance to impress Luiz Felipe Scolari as he is desperate to be involved in this summer's World Cup finals in his homeland.
"Getting into the World Cup squad is the most important thing in my career," added Fernandinho. "I want to play in the World Cup in my country and this is the last game before the final squad is announced
"Every player there will be trying to catch the eye of the manager. His head will be confused if he has a lot of players who do well. But hopefully I can do well.
"Next time the World Cup might be in 100 years, I don't know, but this is the only opportunity for us."
Watch Manchester City v Sunderland on Sky Sports 1HD - coverage begins on Sunday from 12.30pm.