"I've never considered retiring at the end of this season. I considered it last season when I was at Charlton. I almost retired, but I was convinced not to and didn't," he said.
"The people around me and who know me the best convinced me not to retire. I thought okay, let me play for another year or two."
Hasselbaink signed a one year deal at Ninian Park with the club having the option to extend it. Hasselbaink is looking to end this season on a high with success at Wembley and would like to think he's not finished yet.
"As far as know I don't think the Cup final is going to be my last game for Cardiff City. I'm hoping to sign a new extended contract.
"I would think Cardiff City would be my last club as a professional footballer. You never know, but I would think so."
What would he have thought if he was told by Dave Jones he was going to be playing in an FA Cup Final?
"My reaction would have been to look at him and stare at him, but I would have thought this man is crazy," he said.
"If he'd have said that - whoever would have said that - I would have thought 'are you taking the mickey or trying to take the mickey out of me?'
"I thought my only FA Cup chance was the one I had in 2002. Come on, no-one thought Cardiff would get in the final and we did it in a beautiful way.
"We've done it in style and hopefully we can finish in style."