Despite being in the Premier League relegation zone, the Black Cats are 90 minutes away from reaching a Wembley final after winning the first leg 2-1 at the Stadium of Light and have only lost one of their last 10 games in all competitions.
"We are not afraid of anything," Vito Mannone told reporters. "It's a new game again, but the mentality is 0-0 and we need to go to Old Trafford and make it to Wembley.
"You don't need any pressure to go to Old Trafford. You just need to believe you can make it. Like that, we will perform even better."
A draw will be enough for Sunderland to qualify for their first major final since 1992, but they have avoided defeat only twice on their last 12 visits to Old Trafford.