A second double, following the one completed by Conte’s fellow Italian Carlo Ancelotti in 2010, was not even on the radar last August.
But Conte’s side rewrote the script and swept to the Premier League title by seven points.
Chelsea skipper John Terry, who will leave the club at the end of the season after 22 years, said that anything other than a win would tarnish their achievements.
The five-time Cup winner says: “You work all season long to be where you want to be and lift that trophy so the lads are fully focused.
“I’ve been on the receiving end of losing Cup finals and it’s not a nice feeling on the last day of the season.”
Meanwhile, Gunners captain Per Mertesacker looks set to start his first match of the season on Saturday in the midst of an injury crisis.
After just returning from knee surgery, the German now looks set to start at Wembley with fellow defenders Laurent Koscielny (suspended) and Gabriel Paulista (knee injury) out of the final, while Shkodran Mustafi (concussion) and Kieran Gibbs (thigh injury) are major doubts.
But he insists he will be ready, saying: “I haven’t played this year. But I have done this for 15 years so I expect myself to be absolutely ready no matter what comes.
“I owe it to this team and to this club. I want to make sure I will be ready and my mindset is ‘120 minutes plus penalties’.”