The youngster, who joined from Fiorentina in the summer, has impressed in his debut campaign for the club.
The 20-year-old is now hoping to round off the season with a final win against Wigan Athletic, though he understands that the pressure is all on his side.
"I'm quite philosophical about it. I know people say we are favourites but we are aware that Wigan are a good team," Nastasic told the Daily Star.
"They have nothing to lose and the burden of expectation is on us. But it's like any game. I want to win and my teammates feel the same.
"As a small kid I watched a lot of finals and I'm aware of its history and tradition. Being part of it now myself means a great deal. The final is not over. Definitely."
Nastasic has made 29 appearances in all competitions for City this season.