Villa secured their Premier League safety before their final game of the season last weekend, which allowed Tim Sherwood to make a number of changes to his team and hold some players back for the showpiece final at Wembley.
Collymore is confident of a victory although mindful that his team won’t be considering favourites heading into the contest.
“I will be as thrilled as any Villa supporter if my club can get their hands on the game's most famous trophy for the first time since 1957. And there's no reason why they shouldn't,” he said.
“If you listen to the so-called experts, it's no contest and the Gunners will understandably start as favourites.”
“All the pressure will be on Arsene Wenger's side while our lads can relax and play their natural games.”
Sherwood is a very positive manager and he will focus on the positives ahead of the important game, which could further improve his popularity with the club’s fans.
He will get Villa to focus on their strengths and what they can do to give the Gunners a few problems of their own.
It will be difficult for Villa to sit back and try to keep the Gunners quiet by muting their creative and attacking players.
If they try to absorb that pressure with no real emphasis on attack, it will be very difficult for them to win the match.
However, if they can get onto the front foot and put some pressure back onto Arsenal, they do have the key individuals who can win this game.