Lyon secured their place in the Stade de France showpiece on April 18 with a 2-1 win over Ligue 2 side Troyes on Wednesday thanks to goals from Alexandre Lacazette and Bafetimbi Gomis.
Garde's men were beaten 1-0 by Marseille in the competition's 2012 final, although the seven-time French champions did win the Coupe de France in that same season.
The 47-year-old accepts that Lyon will be underdogs against Ligue 1 leaders PSG, but is keen avoid being on the losing side this time around.
"I hope to do anything other than visit the Stade de France," Garde said. I've already done once for nothing and these moments are very hard.
"Therefore if we can avoid doing the same as last time, we will not lose it.
"We are not the favourites, but we have nothing to lose."
The sides have met once this season, PSG thrashing Lyon 4-0 at the Parc des Princes - and will also square off in Ligue 1 action just seven days before the final.
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