City have reached the last-four for the fifth successive season but the last time we secured the trophy was in 2019 when we won every available honour in the English game in one season.
Our last three FA Cup semi-finals have ended in narrow defeats and Stones is determined to change that when we face the Blades at 16:45 (UK).
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“We always want to better ourselves from previous experiences and we have been in this situation [in the semi-final] a few times and it has been a difficult one to take,” he said.
“We have been in such a good position, in good form and it has not worked out. This year, we have got to put that right.
“We have got to make that step forward and into the final. I am a big believer in controlling what we can and that is the first game at Wembley. We have got to give it everything that we can and see where it takes us.”
Sheffield United are currently second in the Championship and closing in on promotion back to the Premier League.
They will be unable to play James McAtee and Tommy Doyle, on season-long loans from the Etihad Stadium but prohibited from playing against the parent club in the competition.
Stones says they will show the same respect to the Championship side, knowing that they will fight to reach the final for the first time since 1936.
“I think we have given every team the respect that they deserve,” the Yorkshireman added. “They are there for a reason and that is the beauty of this Cup.
“We know that they will give everything as we will and we will have to approach it as we do every other game that we play in.
“The respect, the build up to it and how we prepare for the game and then it is about us on the day and being calm and collected, being ourselves and going out and doing the job.”
The FA Cup comes between our Champions League clash at Bayern Munich and ahead of a huge Premier League clash with Arsenal and Stones says City are determined to attack every competition.
“We have got ourselves into a great position in the competitions that we are in,” he said. “We are fighting for all three of them.
“I think we have done that over a sustained period of time now and we are going for everything. We want to try and win as much as we can and we believe we can which is the important thing.”
