The Gunners take on Chelsea tomorrow in the Wembley showpiece looking to end a disappointing campaign on a high.
Lacazette himself is about to complete his third season at Arsenal and is eyeing a first piece of silverware since his £51million move from Lyon.
The Frenchman is also yet to play in the Champions League for the Gunners and he has admitted his frustrations at missing out.
But he believes Arsenal can carry on their proud FA Cup history - they have won the trophy a record 13 times - and securing European football for next season is crucial.
He said: “I came to Arsenal to win trophies. Yes, it’s been really frustrating, but this is part of football.
“Nothing is ever easy and this is why I love this sport because you can learn from this and become a great man with these kinds of experiences.
“But obviously at the end you are a bit disappointed. So you just go forward to the next season to change this and to reach your targets. So obviously this time it’s a really big game for me and for Arsenal.
“We know Arsenal is the team that has won this cup the most, so even if the fans are not in the stadium we know they will be following us all over the world.
“European football is really important. It’s going to bring money to the club for the future. Players who have a lot of ambitions want to play in Europe and I think it will be easier to sign new players and to keep all the players in the group with the Europa League.”
The Gunners will be looking for revenge on Chelsea in the FA Cup final after losing to the Blues in last season’s Europa League final in Baku.
Arsenal missed out on winning the first trophy of Lacazette’s time at Arsenal but, more importantly, a place in the Champions League which was why he moved to the Emirates in the first place.
Chelsea had already clinched a top four spot ahead of that game, while the Gunners knew they had to win to qualify for the Champions League.
“I think that was Chelsea’s strength as they had nothing to play for and they had no pressure,” Lacazette added.
“So it will be the same this weekend but we have to just play our game and for 90 or more minutes think about the game and not put pressure on ourselves.
“Nobody was talking on the way home. It was a long flight. Really silenced. Maybe the worst flight I have ever had. But yes afterwards when you lose a final it is really hard to try to talk with someone or to laugh. Obviously everybody was disappointed.
“Hopefully for everyone who played will not forget the final last season. Everybody has to find their own motivation for this game.
“Whether that is to think about the past or the future, or whether it is just because they want to win this game. I don’t really care why they want to win. But normally everybody wants to win.”