The Kenyan international has been a sensation at the Parkhead club since signing from Belgium club Beerschot in the summer and has quickly established himself as a fans' favourite.
Now the midfielder hopes to claim a place in the starting line-up at the national stadium as he bids to win the first silverware of his professional career.
"If we win then it will be very good for me because it will be my first trophy as a professional footballer," Wanyama said.
"It's something I've been dreaming of so it would be good. I've not played in any finals, so this will be my first one."
Team mate Adam Matthews also hopes to play a part for the Hoops at Hampden after missing out with Cardiff in 2010.
The Welsh international was part of the Cardiff squad which lost against Blackpool in the Championship play-off final in May 2010 but failed to make an appearance.
The 20-year-old is vying with Cha Du-ri and Mikael Lustig for a starting berth at right back on Sunday but he is determined to play his part in winning his first trophy for the Glasgow club since joining last summer.
"I've been in a play-off final but didn't play so this will be my first final," Matthews said.
"I wasn't on the bench, just in the squad. I was only 17. It was a disappointment but that made me a better player and more determined to play in big games.
"When you become a footballer, every footballer wants to play in a final. That's one of the reasons I came to Celtic. Hopefully it will be a good occasion and we'll get to lift the trophy at the end of it.
"Whoever has played in the right-back position has done well. We have got three different-class people to play in that position so it was always going to be tough to keep my place.
"But hopefully I justified myself against Dundee United and can keep my place for the final.
"A player would be gutted to miss out on the final but I just have to keep working hard in training and it's the gaffer's decision."
Ki Sung-Yeung is back in the Celtic squad after recovering from a groin strain. The South Korea midfielder has trained this week as has defender Lustig.
Meanwhile, Kilmarnock manager Kenny Shiels has told his players to forget about the enormity of their task if they are to have any chance of triumphing on Sunday.
The Hoops are the overwhelming favourites and are unbeaten since the end of October.
But despite his ruivals fine form Killie boss Shiels is hopeful his side can cause the Hoops some problems at Hampden.
"If you dwell on the talent Celtic have too much, the players will get nervous and think we've got no chance here'," Shiels said.
"Even though Celtic are massive favourites, if we get our passing game going then we have an opportunity.
"We have intelligent footballers and we play an intelligent game. We can hurt even the best teams."
Kilmarnock are hopeful striker Paul Heffernan will recover from a groin injury while Dean Shiels will return from suspension and Dieter van Turnhout has recovered from a hamstring strain.
Source: AFP
Source: AFP