Courtois is aiming to lift his first English trophy at Wembley, which would add to an already impressive collection that includes Primera Division, Copa del Rey and Europa League titles.
The 22-year-old, however, will be hoping Chelsea can complete the job in open play as his only spot-kicks experience came in a 2012 pre-season game for Atletico Madrid against Deportivo, and ended in defeat.
"No, I don't think I have been in a penalty shoot-out before," Courtois said.
"There was just one time, which was in a friendly tournament with Atletico.
"That was the only time I've been in a penalty shoot-out.
"We all work with the goalkeeper coach, we do our thing in practice.
"We will be prepared it is goes to penalties."
Courtois has only faced one penalty in the Barclays Premier League this season, which coincidentally came against Tottenham, with Andros Townsend converting in Spurs' 5-3 win on New Years' Day.
Harry Kane also scored twice that game and the Blues stopper admits he and Petr Cech have been doing their homework on the Tottenham striker, who has 24 goals in all competitions this season.
"I know (how Kane finishes) but I don't have to say it now," Courtois said.
"With all the videos and images you can watch nowadays, you try and analyse what they're like more and more.
"But football is football and every game is different - every time they come in front of you it can be different."
Courtois is expected to start on Sunday ahead of Cech, after the latter was picked in the early rounds of the competition but sat out both semi-finals legs against Liverpool.
A slight dip in form saw Courtois briefly taken out of the firing line last month but the Belgian has enjoyed an impressive campaign overall, establishing himself as the first-choice keeper at Stamford Bridge.
"I said I came here to play," Courtois said.
"Of course, it's always the manager's decision, but if you come back from loan, obviously you want to try and play as much as possible - otherwise it's better to keep being on loan.
"So, of course, I wanted to play
I think Petr and I have both done well for the team, the times we've played
We have helped the team every time we could."
Source : PA
Source: PA