Nasri has twice played in cup finals at the home of English football and lost them both.
In 2011, he was part of the Arsenal team that lost 2-1 to Birmingham in the League Cup final and, last season, he played in City's 1-0 FA Cup final loss to Wigan.
He has experienced victory at Wembley with the French national team, who beat England 2-1 in November 2010, and is now hoping to taste club success in the stadium.
"I don't have any good memories with my clubs, because I lost a final there with Arsenal and with Manchester City," Nasri told Sky Sports.
"But I won there with my national team against England and I am hoping it's going to be the same kind of game."
Arsenal's defeat to Birmingham in 2011 led to a significant slump in the Gunners' season, which ended their hopes of picking up silverware that season.
With City challenging on four fronts, Nasri is keen to avoid a repeat.
"I have the experience of winning the Carling Cup with Arsenal and after that we only won two games in the league," said Nasri. "So a win would be really important for us and for the confidence."
The League Cup final, which is followed by an FA Cup sixth-round tie against Wigan - who beat them in last year's final - and the second leg of their Champions League last-16 tie with Barcelona, City do not play in the league for three weeks.
"It's difficult not to play a league game for three weeks but we have other targets and we are going to try and win every game," added Nasri.