He won the competition with Manchester United in 1990 and again in 1994, when he captained the side to a 4-0 victory over Chelsea.
Steve Bruce: "I have got nowhere near it before and probably because I had a decent run at it as a player I was thinking 'don't be greedy, it's not going to happen in management.
"But we've got a wonderful chance. We all saw last year that my old club Wigan won the thing, and everyone got delight from that.
"Before that it was Swansea winning the League Cup, so these are competitions that the smaller teams can win.
"As a club we've not been to a semi since 1930 and I don't know if many supporters are around who went to that one.
"That puts into context what it means to everybody. It would be great for the city because although the club has been there in the play-offs I don't think it's quite like a semi-final or final at Wembley.
"If you can get to the semi-final stage believe me it's something you look back on in your career as a very special occasion, and if you're fortunate enough to win it it says with you a long, long time.
"To get the opportunity of going to Wembley is something special, the gaffer's been telling us it won't come around too often in our careers so I'm looking forward to trying to achieve it.
"The main goal this season was to stay up and we're on the way to achieving that, but the cup run has been a nice distraction.
"To create history for the club would be nice for the players. Getting two victories over Sunderland in the league means we're full of confidence."