The Belgian central defender insists that their shock defeat by Wigan at Wembley last May is still on his mind.
Now Kompany wants to add the only domestic trophy he is yet to win to his medal collection at Wembley on Sunday.
"In the back of my mind, I still have the defeat to Wigan," he revealed to The Sun.
"If you know the history of City, you cannot say that reaching a final is the low part of your career.
"Emotionally it's tough, and it was something I took on board.
"I learned a lot from it, and that day was all about realising you cannot let your hunger get less - and on that day it became multiplied. It's not a negative, it has been my drive and is possibly the best thing that has happened in that it has given me even more hunger.
"You realise how precious it is to you and your people. It's all right saying the FA Cup is this, or the Capital One Cup is this, but it really matters.
"And it doesn't feel nice to go all that way and then, just before the end, see it taken away from you.
"There are no hard feelings in the sense that we didn't deserve it that day. But after that game, I've never wanted to win trophies so badly."
Kompany insists that despite City being overwhelming favourites, they will not be underestimating Sunderland.
"I am not going to visualise anything - that's too much," he said.
"All I know is that it will be a football game like any other and I just want the whole team to be at its best on the day.
"Obviously with the talent we have in this squad, you just want to make sure everyone puts in a performance.
"I am in the prime of my career and really need to make the most out of it."