The holders face Villa aiming to defend the trophy they won last season to end a nine-year drought and Sherwood believes Wenger remains one of the best.
He said: "You have got to be careful what you wish for as a fan. For me he's done a tremendous job. If you line up the chairman and every director in a football club they all want a Wenger.
"Maybe Chelsea and Man City might be an exception because they've got gazillions of pounds to keep throwing at it. If you want a sustainable business and someone to run it through, I think Arsene Wenger is a great model of that.
"It does drive me mad if someone has never stepped into that technical area and claims to be the expert.
"That is a little bit gruelling. They don't know what it's like. It's impossible for them to know.
"When you first step in the technical area it's a whole expectation of the football club.
"I don't think anyone should be criticising Arsene Wenger. You can criticise Tim Sherwood all you want. I think it's a bit rich criticising Arsene Wenger. I think he's an incredible manager."
Arsene Wenger holds the FA Cup aloft in 2014
Image credit: PA Photos
Villa have not won the FA Cup since 1957 and have not claimed any major silverware since 1996 when they clinched the League Cup.
Four straight battles against relegation have seen them slip away from the top with Sherwood replacing Paul Lambert in February.
They survived by three points this season and Sherwood wants victory on Saturday to create a new dawn at Villa Park.
Tim Sherwood, pictured, is putting his faith in Christian Benteke
Image credit: PA Sport
"It'll be the same for most clubs. We know we are huge underdogs going into the game but every time we've been underdogs this year I've asked them for a big performance and we've produced it," he said.
"They ticked the boxes in all those games. They can rise to the occasion, they just need to do it one more time. It's a great opportunity for everyone involved to give the club a platform to move on.