The two sides go head to head at Sixways Stadium on Sunday with Quins looking to complete one third of a possible treble.
"The final will be a hugely physical affair," O'Shea told the Epsom Guardian. "Everyone saw what Sale were like against Saracens [in the semi-finals].
"They have a lot of youth, especially in the front row, as well as a lot experience in the team."
Quins come into the match having beaten the Sharks twice in the Aviva Premiership this season.