Inzaghi is adamant the trophy is one they want to win.
He said, "We all know that there will be a derby in the final, and it is an important match for both teams and for the city of Milan.
"We will play the final here in Saudi Arabia in a stadium full of fans, so we are very happy. It is clear that both Inter and Milan want to return to Milan with the cup. We have excellent traditions here in Riyadh so we hope that things will go well this time too."
On the week in Saudi Arabia, Inzaghi also said: "We received a great welcome. There are many Inter fans and we are also happy about this.
"The Saudi Pro League is growing very quickly thanks to the arrival of many top players and coaches. I believe that the situation will improve further as the 2034 World Cup approaches."