Hayes, who took over in 2012, has tasted both league and FA Cup success in her successful seven year-reign with the Blues but remains frustrated that the Continental Cup title is still missing from both her and her club’s long list of accolades.
The odds will be well in Arsenal’s favour in Nottingham, the Gunners having reached all but one of the Continental Cup finals since the tournament began in 2011 and winning five times — but that record just makes Hayes even more determined to rewrite the script.
“This is Arsenal’s trophy, the one they have dominated and won the most,” she said.
“I think it’s shocking, we’ve fallen at the final hurdle every time, so to make this jump feels like unfinished business.
“Getting to this final has been our challenge because we know you can’t win something you’re not in.
“We haven’t been able to make it here before so that jump at Man United [in the semi-final] was so important psychologically for us as a team, to get to a point where you can compete for the trophy.
“This is a trophy we haven’t won, I’ve seen the determination from the team this season that perhaps I haven’t seen in previous years in this competition. It’s one the team are desperate to get their hands on.”
Chelsea, who are the only remaining unbeaten side in the Barclays FA Women’s Super League, go into the final with the upper hand.
Arsenal, who finished runners-up to Manchester City in the Continental Cup last year, have only lost four league games since the start of 2019, and three were to Chelsea.
The most recent of those saw the Blues run out 4-1 winners at Borehamwood last month, but Hayes is expecting the Gunners to be an entirely different proposition in Nottingham.
“They will defend the title with all their might. I expect a fight and an aggressive performance from them,” added the Chelsea boss.
“I think they will come out all guns blazing and be aggressive. They’ll look to play to their strengths, to play around us, and when they’re at their best they’ve shown they’re one of the top teams in Europe. We have to be ready for that.
“We’ve got a great freshness on the bench and that freshness will add more and more. I certainly have the options to change things up on Saturday.”