Even though Derry are the only side Bohs haven't beaten yet this season, the Dubliner feels the Gypsies are going to be a tough nut to crack.
"Bohemians are a formidable team, they finished 19 points ahead of St Pat's and 27 points above us, so we'll have to play well to win," he said.
"They are rightfully favourites for the cup and no-one can dispute that but we must believe in ourselves and make sure we apply ourselves the right way for such a big game.
"We had a very, very good team performance on Friday night against Cobh Ramblers, with everyone playing well and to get four goals at home before a cup final is what you want, so I'm very pleased with that.
"We know it's going to be a tough game for us but one which we should be excited about and it would be brilliant to bring the cup back to the city."
One man who Kenny will be hoping is Sunday's match winner is Mark Farren.
The Greencastle man notched up his 15th goal of the season during Friday's 4-2 win over Cobh and the Dubliner is looking for some more of the same this weekend.
"Mark is on some run of goals at the minute, something like nine goals in our last nine matches and that's credit to him.
"Since Sammy Morrow has come into the team Mark has scored more frequently, but to be honest I don't really care who scores the goals, as long as the pair of strikers are doing well, which both Sammy and Mark have been doing."
Another man who's going into the cup final full of confidence is the newly crowned PFAI Young Player of the Year Niall McGinn.
The pacy winger, who is also part of Nigel Worthington's Northern Ireland squad for this evening's friendly international against Hungary, isn't getting carried away with his recent success.
"It will be the biggest week in my footballing career and if I could get both a cap tonight (Wednesday) and a cup winner's medal on the Sunday that would be unbelievable.
"If I do get on this evening that would be fantastic but I have to make sure I don't let things go to my head and keep my feet on the ground.
"I know I still have a lot to learn but we'll wait and see what happens in the future, because you don't know what's around the corner.
"It's a bit crazy to see my name on a squad list beside the likes of David Healy, Kyle Lafferty and Jonny Evans.
"If I do get a run out tonight then I'm hoping the big match occasion will help me for Sunday's massive cup final against Bohemians."