Arsenal's first-choice shot-stopper Bernd Leno sustained a right knee injury in the game against Brighton & Hove Albion in June and Martinez has impressed in the German's absence, keeping four clean sheets in 10 starts.
The game against Chelsea will provide a stern test of Martinez's credentials, but the Argentine says he is looking forward to the challenge.
"I will be proud and will enjoy it. I'm going to Wembley to be arrogant on the pitch," Martinez, 27, told British media on Thursday. "I will never be arrogant off it but you have to have confidence."
"I never accepted I am a back-up, especially if you believe so much in yourself, and when people say, 'You are the back-up' it hurts your feelings."
"My agent called me the other day and said, 'what do you think about next season?' I said, 'I don't want to talk about that. I need to play in the final and have my mind clear'."
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