Borini told the Evening Post "It's a great stage, there are a lot of people watching around the world and it's a great opportunity," he said.
"I've been to Wembley to watch a few times when Chelsea have played.
"I've seen Chelsea four times and also watched the Championship play-off final when Burnley beat Sheffield United.
"It's always been a dream to play at Wembley because it's one of the biggest stadiums in Europe.
"It has atmosphere, it has everything, and it will be a pleasure to be there.
"Maybe I'll keep the goals for Wembley, but I'll try to play well and maybe other people will score," he said.
"As long as the team plays well, that's what's important.
"Getting results is the most important thing, not me getting goals.
"We need to win — that's a fact.
"It's a fact that I won't be at Chelsea and we'll see what the future will bring," Borini added.
"Negotiations went wrong so we both chose to go away, let the contract expire and we'll see what will happen next year. I just want the chance to play and to carry on playing.
"I've been in touch with John Terry and Paulo Ferreira ," he said.
"A few of them text me because I have a good relationship with them.
"I think JT will be pleased to see me play, and Scott (Sinclair) as well because he's also a big friend of Scott's.
"Before Nottingham Forest he text me good luck and all the best and that was a big help.
"When you hear that off the big players, it gives you more firepower."