The Polish international has started every Premier League game for the Gunners this season but has watched on from the bench in the club's domestic cup matches, with Lukasz Fabianski taking over.
"I would love to play but it's the manager's decision. It's up to him," Szczesny is quoted as saying by FourFourTwo.
"I think Lukasz has done really well and he deserves a lot of credit. I'm an Arsenal fan and I just want us to get the trophy. For us, it's important to get a trophy and hopefully we can appease everyone at the club."
The Cup final takes place on May 17 at Wembley Stadium.