Antony believes League Cup final win would help put Man Utd back where they belong
Erik ten Hag's (52) in-form side will start as favourites for an intriguing showpiece against a Newcastle side also on the rise after a much longer trophy-less period.
Newcastle have to go back to 1955 for their last domestic silverware whereas United's last home trophy arrived in 2017, when they won the League Cup under Jose Mourinho.
But for a club of United's pedigree, that is still a long gap and Antony is determined to deliver on Sunday.
"When I came here, I said that Manchester United is a huge club and we're going to put this club back where it belongs - fighting for and winning trophies," he told the club's website.
"We know that it'll be a tough task, but we're aware of how big we are as a club and how good we are.
"It'll be a dream come true, in my first season, if we can win a trophy. I hope that I can keep at this so more glory follows."
United are third in the Premier League and with talk of a title tilt growing, while on Thursday they saw off Barcelona to reach the last 16 of the Europa League.
Antony scored in that match and has become a pivotal figure in United's attack.
"I'm really excited," he said. "I was talking to my mates at home about this, it's going to be my first time (at Wembley). It'll be a huge day for me and I can't wait for this day.
"Your first final in your first season is always going to be special."
Teammate Lisandro Martinez (25) is also eyeing a trophy in his first season at United having followed ten Hag, his former manager at Ajax, to Old Trafford in the summer.
"The mood is amazing here, everybody is positive, we have a lot of motivation as well. We are hungry, we want to win and that's the mentality of the team," the Argentina World Cup winner, who tasted the Wembley atmosphere for his country against Italy last year, said.
"I've been there and I know the stadium very well. It's an amazing stadium with good energy and it's up to us. We have to be ready for that and in every detail."