Shearer is convinced his old club is capable of upsetting the Premier League leaders.
He wrote for BBC Sport: "It's incredible that a club of Newcastle's size hasn't won for such a long time. It's hard to accept but one day it will happen and hopefully that day will be Sunday. I was in the losing teams in the 1998 and 1999 FA Cup finals and we had to do a parade after the one in 1998, which was incredibly embarrassing. But even though we lost, hundreds of thousands of Geordies still came out to fill the streets.
"Can you imagine if Newcastle won the League Cup final? The reaction from the Geordie crowd would be like nothing I've ever seen. I know I'm biased, but if any fan base deserves a trophy, it's Newcastle - for their passion, their loyalty and how they've stuck with the club over the years.
"The journey to get to the cup final is amazing. You have to understand what it means to get there, but Wembley is a place for winners only. It's a horrible place when you have to leave that ground and you haven't won. Newcastle had a taste of that a couple of years ago in this competition, when they lost to Manchester United, so they're hurt by that and they won't want to repeat that experience.
"I noticed a difference in the attitude of the club and the team towards this final. Two years ago it was 'wow we are at Wembley and this is an incredible thing'. But on this occasion they tried to normalise it as much as possible. Everything they did was as normal as possible, and two years ago it wasn't like that.
"When he blows the whistle, I want to see the passion and the fight. I want to see all the traits of Eddie and Newcastle that have brought them to this position over the years. Give it your all, boys, and bring a trophy back to Newcastle."