Furore erupted last month when the Victorian venue was selected for the decider with Sydney FC chairman Scott Barlow describing it as a “slap in the face” for Sky Blues supporters.
Sydney have yet to taste defeat in this A-League this season with six wins and two draws to sit on top of the ladder, four-points adrift of City.
O’Neill said the venue matters little to him and his teammates, who are confident of continuing their unbeaten run on Wednesday.
“It would have been really nice for our fans and members to have a Cup final in Sydney, and it would have been a fitting way to celebrate if we won, but in saying that it doesn’t really come into our minds,” the midfielder said.
“Whether the game’s in Melbourne or Perth or Tasmania, it’s a game of football, it’s a Cup final. As players if we can’t get up for this we shouldn’t be footballers.
“The way we’ve been tracking we feel we can beat anyone at any given moment at any stadium in any state.
"Whether it was Melbourne City or another team, we just really wanted to get to this final and to bring the Cup back to Sydney.”
The 22-year old has played in every game for the Sky Blues this season, bagging one goal. O’Neill puts Sydney FC’s recent rejuvenation down to “hard work, professionalism and confidence”.
“From not only the players individually and collectively, but right the way to the coaching staff and everyone that’s working behind the scenes at Sydney,” the former Perth Glory man said.
“We’ve often said to ourselves that hard work will always beat talent, as long as talent doesn’t work as hard as we would do.
“We’re getting more confident as a team and we know we can outwork any other team.
"When you’re working hard on the pitch and together as a team, and you bring your quality to the floor, it all makes you be a very successful team.”