"As a club, with the way the season's panned out, it's not a (league) position we want to be in at all," Welbeck told the club's official website. (www.arsenal.com)
"We know that we've got the opportunity of playing in the FA Cup final and it's something we really want to do our best in."
Welbeck missed the FA Cup final in 2015 through injury as Arsenal won the competition for the second time in as many years but the England international is looking ahead to Saturday's showdown against the newly crowned Premier League champions.
"With the last cup final, I wasn't on the pitch and that was disappointing for me... " Welbeck said.
"It's difficult but it's now something that's behind me and you can't change it. I've got the final to look forward to this season, so it's something that I'm going to enjoy. I'm going to play the game and try to win the final."
Welbeck has played at Wembley several times with England, Arsenal and former club Manchester United.
"If you know the surroundings a bit better, it gives you that kind of familiarity," Welbeck added.
"It's a great place to play and what better occasion than the FA Cup final. Hopefully we'll be able to lift the cup again."
(Reporting by Aditi Prakash in Bengaluru)
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