The Dutch manager, in his first season at Old Trafford, will lead his team out at Wembley on February 26 against Newcastle after Wednesday's 2-0 win against Nottingham Forest wrapped up a 5-0 aggregate semi-final triumph.
It is a chance for United to end their worst trophy drought in 40 years -- they have failed to lift any silverware since winning the Europa League in 2017.
"Obviously it's amazing for us," said Fernandes, who captained the side in the 2021 Europa League final shootout loss to Villarreal.
"It's a long time since the Europa League. Since I'm here we don't play (another) final. You come to this club to be in the position to win trophies and we are in a massive position now."
Ten Hag has overseen a dramatic change in fortunes and culture at Old Trafford since arriving from Ajax, with a first trophy now tantalisingly close.
Last year they finished sixth in the Premier League and made little progress in the domestic cups or the Champions League under first Ole Gunnar Solskjaer and then interim boss Ralf Rangnick.
But this season they are fourth in the Premier League and still challenging in three cup competitions.
"I think last year was about the confidence," said Portugal midfielder Fernandes, who joined United in January 2020.
"You win one game, you lost another one, you draw another one -- you never get that run of victories that gave you the confidence to keep going and keep pushing yourself to do the best.
"We had a bad feeling that any moment of the game could go against us -- a corner, a shot, some moment.
"The confidence was low and that creates uncertainty but obviously I think this season the main thing was the results. You get more confident.
"The idea of the manager is on the team, you can see it. The players that came to the club are also making a part of that but the ones that stayed are also playing and making a part of that too."