The Tigers reached their first ever major final on Sunday as they earned a 5-3 win over Sheffield United at Wembley Stadium.
While Arsenal are the heavy favourites to lift the trophy on May 17, Huddlestone is confident that Hull can cause an upset against the Gunners.
"It would be nice to stop Arsenal winning anything again," the midfielder is quoted as saying by Sky Sports News. "It'll be difficult, but it's a cup final and it's probably best to be an underdog.
"We've shown against the big boys in the league that we can match them. Liverpool are flying high at the top of the league and we beat them, so hopefully with Arsenal we can do the same."
Hull return to Premier League action this Saturday when they host cup final opponents Arsenal at the KC Stadium.