Horgan's side meet Pontypridd at the Millennium Stadium tomorrow (5.30pm) and while they face a tough ask against the runaway Premiership leaders, he is adamant they have what it takes to take home the trophy.
"We realise how tough it's going to be," said the former Neath scrum half. "Pontypridd have been by far the most consistent and best team in the Premiership, not just this season but over the last two years, whereas we have dropped off somewhat in the last 12 months.
"However, we're in with a chance and as long as that's the case we will give it our best shot. We have some experience within our side and we'll be looking for those players to put in a good performance - along with some younger but key players for us such as Luc Jones, Dai Langdon and Dafydd Howells, who has been named in the Wales training squad this week."
Meetings between Pontypridd and Neath are not for the faint-hearted, the two sides both boasting formidable cup records.
And with the respective coaches having played against each other in past finals, neither side will be giving an inch in pursuit of silverware.
"Both clubs are pretty similar despite the difference in league positions this year - they are close-knit community clubs," added Horgan.
"Over the years we've had the edge on them but slowly and surely they've taken over us as a club. They've got a very good side and were out in front in the final league table. Now it's up to us to put a performance in and turn them over at the weekend."
Pontypridd were edged out in last year's SWALEC Cup final, going down 32-19 to Cross Keys - a side beaten by Neath as they progressed to this year's showpiece occasion.
The Welsh All Blacks are six times holders of the cup, their most recent victory coming in 2009. They were also winners the previous year following a 28-22 win over Pontypridd.
"I'm sure Pontypridd want it just as much as we do, we'll have to see what happens," said Horgan.
"It'll be a tough game for us. We know they're a good side, have a strong midfield and have a great pack. It's about making sure we stay in the game and remaining a point or two in front all the time."
One of the players Horgan is looking to for a strong performance is 18 year old scrum half Luc Jones
"The cup run has got our season back on track," said Jones, whose father is former Neath and Ospreys coach Lyn.
"A win will mean everything to us. Pontypridd are going to be massive favourites as they've been the best team in the league. We'll have to be accurate in everything we do and when we get the opportunity to score tries, we'll have to take every one."
While tomorrow's game will define Neath's season, Pontypridd are still on course for a first league and cup double.
"We are fully aware we haven't won anything yet. We've got two massive games to finish the season and that's what we wanted," said captain Chris Dicomidis, who was today named Premiership Player of the Year by the Welsh Rugby Writers' Association.
"Luckily we're back at the stadium after tough quarter-final and semi-final games. We've done it the hard way but hopefully on Saturday we can play the type of rugby we enjoy playing."
With a hugely competitive squad to pick from, Pontypridd head coach Dale McIntosh has gone for experience with a mixture of youth. Dicomidis, Dai Flanagan and Dan Godfrey all start with young flyer Owen Jenkins looking to make the most of the hard Millennium Stadium turf.
"Neath will be right up for the challenge but we'll meet that head on and hopefully come out on top," said Dicomidis.
"It would be lovely to throw the ball around. We like to play an expansive game so hopefully the conditions can stay dry and we can give the crowd something to cheer about."
Pontypridd's clash with Neath is the culmination of a feast of club rugby at the Millennium Stadium.
Wattstown and Fishguard kick off proceedings at 1pm as they clash in the SWALEC Bowl final, followed by Rhydyfelin against Heol y Cyw in the SWALEC Plate.
Wattstown reached the final after the narrowest of wins over a determined Blaenavon side while Fishguard will have nothing to fear after navigating their way past Cilfynydd in a rip-roaring cup tie.
"It has been another wonderful year for the club," said Wattstown team manager Ryan Romans.
"We have worked hard to be where we are and the fact that we have sold out our 500 ticket allocation tells you how much support we get from the community."
"It's truly amazing, a remarkable achievement," said Fishguard club secretary Tony Lucas on his side reaching the final.
"It will be a day out that everyone connected with the club and community will remember for many years."
In the SWALEC Plate final, Heol y Cyw take on Rhydyfelin with both sides knowing a fair bit about their respective opponents.
The two sides have met twice already this season in SWALEC League One East, Rhydyfelin edging one of the encounters while the other finished as a draw.
"There will not be much in it on the day," said Alan Thomas, Heol y Cyw Club Secretary from 1999 to 2006.
"Hopefully we can get a win but it will be a very tough game. At the moment we've got eight buses going down for the match so we should have quite a big compliment supporting us."
Tickets for the SWALEC Finals day are just £10 for adults, £5 for Under 16s with a family ticket for 2 adults, 2 children available at £20. Tickets available on the day from the WRU store, 47 Westgate Street, Cardiff.
There will be something for all the family on the day with pre-match entertainment, autograph signing with four of Wales' Lions squad members, photo opportunities with the RBS 6 Nations trophy and a kids zone with face painting, mask making and balloon art and more.
SWALEC Finals Day line-up, Saturday 4 May:
1pm SWALEC Bowl Final Wattstown v Fishguard & Goodwick
3.15pm SWALEC Plate Final Rhydyfelin v Heol y Cyw
5.30pm SWALEC Cup Final Neath v Pontypridd
Neath: 15 Aaron Bramwell 14 Chris Morgans 13 Kevin James 12 Gareth King 11 Dafydd Howells 10 David Langdon 9 Luc Jones, 1 Roy Jones 2 Rhodri Clancy 3 Marc Jones 4 Euros Evans 5 Jonny Griffiths 6 Gareth Gravell (c) 7 Lee Evans 8 Steffan Jones.
Replacements : Owain Ford, Alun Wyn Davies, Ceri Jones, Rhys Jones, Leon Ward, Matthew Rees, John Leyshon, Bowdy Davies.
Pontypridd: 15 Geraint Walsh 14 Chris Clayton 13 Gavin Dacey 12 Dafydd Lockyer 11 Owen Jenkins 10 Dai Flanagan 9 Gareth James, 1 Chris Phillips 2 Huw Dowden 3 Keiron Jenkins 4 Cory Hill 5 Chris Dicomidis (c) 6 Jake Thomas 7 Wayne O'Connor 8 Dan Godfrey.
Replacements: Lloyd Williams, Simon Humberstone, Gary Williams, Darran Harris, Ed Siggery, Craig Locke, Scott Roberts, Stuart Williams.