City can secure their first piece of silverware when they face Sunderland at Wembley, but Nasri is fully aware of how a cup defeat can send a team into a downward spiral.
The French playmaker was part of the Arsenal side that collapsed in the title race after losing to Birmingham in the 2011 final.
City, having been beaten 2-0 by Barcelona in the first leg of their Champions League tie, can ill afford to lose more momentum as they chase trophies on multiple fronts
"I have the experience of losing the Carling Cup with Arsenal," said Nasri.
"After that we only won two games in the league, so a win would be really important for us and the confidence.
"I don't have good memories (of Wembley) with clubs. I have lost a final there with Arsenal and with Manchester City, but I won there with the national team against England.
"I hope it is going to be the same kind of game."
City have not been at their free-scoring best in recent games, but they are expected to welcome back top-scorer Sergio Aguero this week.
The Argentine is set to return to training on Tuesday after a five-week lay-off with a hamstring injury and Nasri admits he will lift the side at a crucial time.
"It is going to be a big boost for the team, but you cannot disrespect Alvaro (Negredo) and Edin (Dzeko)," he said.
"They have done a great job too. It will be good when another striker comes, and with Stevan (Jovetic) and them we can rotate and be more fresh."