The captain's goal secured victory in last month's quarter-final replay at Blackburn, while Premier League strugglers Aston Villa were among Millwall's earlier victims.
And Shittu will lead out the Londoners at Wembley on Saturday confident of causing another upset.
He said: "A lot of people won't be expecting us to win. We don't see it like that. We can put on a good performance and give them a game.
"As long as we do what we normally do then we believe we've got a good chance of winning. We tend to play better as underdogs.
"I was chuffed to score the goal at Blackburn, not just for me, but for the lads as well.
"When we went there a lot of people doubted us and didn't expect us to win the game so to beat them was good enough. For me to score as well meant a lot."
Wigan make the trip south in the Premier League's bottom three, but Shittu said: "I've played against Wigan a couple of times and they come on really well at this stage of the season.
"When you're playing against a Premier League team, and I've been fortunate enough to have some experience with that, you have to be mentally strong and aware.
"If you make a mistake they can go and score. It's about making sure everybody does the right things."