The Swans take on Bradford City at Wembley and are favourites to win the cup despite the Bantams' victories over Arsenal and Aston Villa in the previous rounds.
Rangel told Sky Sports News: "I think you always have the pressure. This time we are not the underdogs, we know that. At the end of the day, it's the cup final and it's all about emotions.
"All we have to do is go to Wembley and perform. The most important thing is to win it. You don't want to go there and just play it."
If Swansea are victories on Sunday it will be the first time they have ever won the League Cup.