As it was, Swansea's Premier League quality shone through from the first whistle and they eventually ran out 5-0 winners.
League Two Bradford ended the match with ten men following the dismissal of goalkeeper Matt Duke.
You can find out how the match unfolded with our minute-by-minute commentary below.
"It puts some pressure on us and we have to accept that we are favourites for the simple reason that we are a Premier League side.
"We have to play a League Two side and that makes this an extraordinary final. In 10 years' time people will still remember the year that Swansea played Bradford.
"We can win this game and they will still be remembered, that's the deal."
"All along the league has been our priority. I cannot hide away from that," he said. "But we are in the final at Wembley and have a chance of getting into Europe.
"So I can honestly say now, if we had the choice of two things, it would have to be winning the cup.
"We are a League Two team. We have created history by getting this far. It would be truly amazing if we could pull it off."
BRADFORD: McLaughlan, Ravenhill, Davies, Reid, Connell, Hines, Turgott
SWANSEA: Vorm, Monk, Tiendalli, Shechter, Agustien, Lamah, Moore
"It would be a huge thing to win, it is very difficult to describe. It is an historic final for a lot of reasons for both teams so I am looking forward to it," he told Sky Sports News.
"The thinking is that we will have a lot of possession so I have opted for Ki at the back. In the FA Cup game against Crawley Ki played there and did very well, so I am confident of the same today."
"Great start for the swans,, theire keeping the ball for fun Bradford can't get near them.. It's like a training session for Swansea here."
"This is stirring memories of little bits and bobs of when I played in the League Cup final for Wigan against Manchester United. I have tried to forget it, by now we were 2-0 down so it is something I have not committed to memory. Our disappointment then was that we did not play the best we could and that is the situation with Bradford at the moment."
"The Wembley pitch is a big old pitch and the Swansea formation does really pull you apart. Swansea have pressed Bradford and made Bradford hurry. Bradford are sitting deep and they have not been able to deal with Swansea's movement because when the wide players go short, the full backs bomb on and I feel so sorry for Bradford because they are a playing a team who are a class apart from them."
"5,6, or 7? Ill go 6! Not sure if there has ever been such a one sided final.Total mismatch..Tremmal swans keeper has touched the ball twice."
I'm going for 5!