The France international was in the Arsenal side that lost out to Birmingham City in the cup's 2011 final before again picking up a loser's medal in City's FA Cup defeat to Wigan Athletic in 2013.
He revealed that he is keen to end that record against the Black Cats after being bitterly disappointed at the way in which both his previous visits to Wembley for showpiece finals have ended.
"I’ve lost two finals against teams who went down at the end of the season and of course it hurts. You play to win trophies and they were opportunities to do that," he told reporters.
"It’s especially disappointing when you are playing against a team where you are favorites. When you go back home, you play the game back again in your head and it’s difficult."
The most recent defeat to the Latics came as a huge surprise given the apparent gulf in class between the two teams, but Nasri was quick to deflect the blame onto the players and away from then manager Roberto Mancini.
"It’s not nice to say it was because of the manager because he isn’t here anymore. I just think we didn’t perform, that’s it," he continued. "You have some days where you cannot perform and that’s what happened. I would not say it’s the manager’s fault, he made his decisions and we have to respect them. Once you are on the pitch you have to give everything."
A win for City would see the club claim the first trophy of a possible four in the 2013/14 season, and though the winger believes winning some silverware would breed confidence, it is other competitions that are his main aim.
"It’s important to get the first trophy, especially as it’s quite early in the season. It can give us confidence and lead us to win other trophies," he added.
"At the start the season a club like Manchester City of course wants to win a trophy, but if you ask anyone the target would be the Premier League or the Champions League. It would not be the Capital One Cup, but a trophy is a trophy."