The Blues face Arsenal in the final at the new Wembley.
Martins is on loan from Russian side Rubin Kazan until the end of the season.
Martins said: “The Carling Cup final would be a great game to be involved in. The team have done a fantastic job to get to the final.
“I am very happy to be in with a chance of playing against Arsenal.
“The Carling Cup is a very big cup, very important, and I hope we can win it.
“I have never played at Wembley so that would be a first. I am very excited about the possibility of playing there.”
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.