SWP spent two spells with the Blues between 1998 and 2005 and 2008 to 2011, making a total of 275 appearances and scoring 47 goals.
Sandwiched in-between was a three-year stay with Chelsea with whom he won the Premier League and FA Cup.
WATCH: Carabao Cup final: Wembley awaits
READ: David Silva Carabao Cup final preview
Later spells followed with QPR and New York Red Bulls and the former England winger has been with Phoenix Rising in the USL Championship since 2017.
“It goes without saying I want City to win, but the Chelsea fans were cool with me so I wouldn’t want them to lose by six goals again!” said Wright-Phillips.
“It should be a great final, but the 6-0 hammering does make it a bit trickier – they’ll want some retribution because that would have hurt them and at the very least, they’ll want to play a lot better.
“I think Chelsea will come out fast, but whether they can keep that up or not remains to be seen.
“If I was Pep, I wouldn’t change a thing from the team that won 6-0. It won’t be a pushover, but City should play the same way again.”
With his energy, speed, work ethics and love of dribbling, SWP admits he would have loved to have played in Pep Guardiola’s City side and believes the Catalan would have improved him as a player.
“It would have been a revelation for me to play under Pep,” he said.
“Pep always has a way of improving players, changing them to suit his demands and so I’d have had to learn new tactics which is something I would have enjoyed.
“The pressing at the top means when you win the ball back in the final third you are already on the attack. It would have been incredible.
“The forwards are all talented and it would have been a challenge to get in the starting line-up, but I’d always be up for that.
“All the attacking players are doing really, really well. If you look at Riyad Mahrez, he has 10 goals and a load of assists and he isn’t even starting that often.
“Defending when needed wouldn’t have faxed me. I actually loved the defensive work I did – apart from the two red cards I got because refs always think forwards can’t tackle!
“Kevin Keegan played me as a wing-back so it’s not a position that would have worried me if I was asked to do a job there.”
So, does SWP believe the Blues can really do a trophy clean sweep this season?
“I think we just need to keep going and treat each game as it comes, and I think that’s what Pep makes sure the players do anyway.”
Now 38, Wright-Phillips admits he is enjoying life in Phoenix, but his ties with City remain strong and he intends to keep it that way.
“I’m quite happy and settled here,” he said. “It’s nice, it’s warm and the people are good. I had an operation last year and I’m still recovering so we’ll see how it goes
“I speak to Vinny every now and then and I spoke to David Silva earlier in the week and I’ll try and catch up with them on Sunday.
“I love the City fans and hope that relationship never changes – I love the place and always feels like I’m coming home when I visit.
“We have too many good memories we’ve shared together.”