Big Sam said: "The FA Cup is very, very important to us now we have established ourselves in the Premiership.
"Winning a trophy would be the next step for the club and to play at Wembley or Cardiff would be great.
"I think it's about time I won the cup. I think I deserve it!
"I never got too far in the FA Cup as a player and was never able to play at Wembley.
"I was a substitute in the Sherpa Van Trophy with Bolton at Wembley and never got on."
Meanwhile, Welsh midfielder Gary Speed has shown his desire to end his FA Cup heartache after the 36-year-old was a losing finalist with Newcastle in 1998 and 1999 and knows this season could be his last chance to be a cup winner.
He said: "The FA Cup is a big one for me. I've managed to play in two finals and got beaten.
"Every year that passes by, I know the chances of me winning it are less.