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Joining fans on one of the buses to Wembley was Roger Freestone, a goalkeeper legendary among supporters.
He saved the decisive penalty at the famous stadium in 1994, for Swansea to win the Football League Trophy, something he describes as "a marvellous day out."
He was also part of the side which saved itself from relegation out of the Football League in 2003, and said: "nobody would have recognised that ten years ago, for Swansea to be where they are now is just a massive achievement."
Thousands of Swansea City fans are on their way to London, ahead of the club's first ever major final at Wembley.
The club's 33,000 allocation sold out two weeks ago.
Many boarded coaches leaving the Liberty Stadium, to head down the M4.
Despite the early start, most were excited, and confident Swansea will beat Bradford City later.
Swansea City players have begun their pre-game routine before the Capital One Cup Final, against Bradford City.
Swansea's top scorer Michu said he's "really excited" about the Capital One Cup Final, and confident that he can win the first trophy of his career.
The Spanish forward told our Sports Reporter Nick Hartley he is looking forward to "enjoying the game and the party after", and hope to play in Europe for Swansea next season.
Swansea is gearing up for the Capital One Cup final, now just 24 hours away.
Among the fans in confident mood is 10-year-old Kurtis Bray, who is off to Wembley, and has gone the extra mile in supporting his side.
Swansea City fans are gearing up for their club's first ever major cup final against Bradford City tomorrow.
This is 10-year-old Kurtis getting a 'tattoo cut' in Swansea. He'll be watching at Wembley and predicts a 2-1 win for the Swans.
One man who's got a foot in both camps having managed both Bradford and Swansea twice is Terry Yorath.
Duncan Wood has been to his house in Leeds to get his thoughts on the big game and what it means for Bradford.
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Michael Laudrup’s side claimed the Capital One Cup with a 5-0 demolition of their lower-league opponents, to qualify for Europe next season.