FA Cup finalManchester United manager Sir Alex Ferguson has revealed he fears losing another FA Cup final on penalties.
Two years ago United became the first side to miss out in the final in a shoot-out when they were beaten by Arsenal at Cardiff.
"You know my record with penalties - diabolical I think you'd say," Ferguson said. "We just have to hope it does not get to that stage."
Ferguson has also come off second best in three other penalty shoot-outs.
In 1984 his Aberdeen side went out of the European Cup 5-4 on penalties to Dynamo Berlin.
And since taking over as United boss in 1986 he has finished on the losing side in three competitive shoot-outs.
Arsenal midfielder Patrick Vieira scored the winning penalty in 2005 after United had dominated the final.
"I've had disappointments in the Cup before so I would like to taste a bit of victory this time"
Ferguson's side lost to Southampton 4-2 on penalties in an FA Cup tie in 1992 and went out of the Uefa Cup away to Torpedo Moscow later that year after going down 4-3 on penalties.
Ferguson has won three penalty shoot-outs during his time with United, but all of them have come in the Community or Charity Shield.
In 1993 and 2003 they beat Arsenal on spot-kicks and in 1997 they saw off Chelsea in a shoot-out.
Last year's FA Cup final also went to spot-kicks, with Liverpool beating West Ham after a thrilling match.
With the two sides sharing two draws in the league this season - as well as the two domestic trophies on offer so far this season - it would be no surprise if the first FA Cup final at the new Wembley was decided by a shoot-out.
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Chelsea have not won the trophy since they beat Aston Villa in last final at Wembley in 2000 while United were winners in 2004.
Manchester United defender Rio Ferdinand missed that victory over Millwall because of a an eight-month suspension imposed by the Football Association for missing a drugs test.
He was part of the United side denied by Arsenal the following year and is desperate to get his hands on a winners' medal this year.
"I've had disappointments in the Cup before so I would like to taste a bit of victory this time," he said.
"I have been on the other side of the coin. You are on the way home and there are loads of ifs and buts, so I would like to erase the memories with a victory on Saturday."
Chelsea boss Jose Mourinho is relishing the occasion and said: "I think Saturday as an event will be special as a sports event, as a social event. I think it is always a special moment.
"Now I think it is up to us, managers, players and referees, to make it a sport event to remember. The fact that it is Wembley, the fact that it is 90,000 tickets but if it was 180,000 I think it would be sold out the same."
He added: "If I can realise this dream and win this game it would be fantastic. But I don't think we can say this game will make us forget what happened this season.
"This is something we have chased a lot, it is something we said from the first day that we want to be at Wembley."