Chelsea's at times fortuitous run to Champions League success prompted some observers to claim the Londoners' name had been written on the trophy before a ball had been kicked.
But Wilson is having none of it, saying: "People always say things like their name was on it in hindsight don't they? So no, I don't believe in it. We'll have to work very hard and if we do we've got a very good chance of winning.
"I don't think fate will come into it at all. You go into it in a strong frame of mind. You want to go and believe and we've done that all season. Every game we've gone into this season we've believed we can win and this is no different."
Wilson knows his players could not afford to get caught up in the build-up to the final, but hopes Blades fans will be able to celebrate a famous win.
"We want the fans to have a great day and they'll have one if the journey's good coming back home," he added. "It will be a fantastic spectacle, but they'll be as sick as anything if they don't get the right result."
