'If it happens I will be saddling up. Forgive the pun but we have a major hurdle to overcome. We train at the Vale of Glamorgan hotel. If we are successful, I've asked the manager here to erect a little post where I can leave my horse before I go to work.
'It will be fantastic. I know the television cameras will be down here. I don't care. I will be a proper cowboy.'
Jones gave some background to his time at Cardiff and was full of quips as he prepares his team for the game dubbed the richest in football.
'When I arrived the plan was to stabilise,' he said. 'If it wasn't nailed down, it was sold. The day I walked into the club, I sold Danny Gabbidon, Jobi McAnuff, James Collins and Peter Thorne. It was a case of survival.
'We trained on Dog-s*** Park. Now we have the use of a fantastic facility - a sports village - and we are trying to lead a nation into the Premier League.
'The Welsh are very proud people. I was asked not so long ago whether I was anti-Welsh. I replied that my daughter goes to a school in Wales, my granddaughter goes to a school in Wales and she's learnt Welsh and I've learnt Welsh. I can say "Good morning" - Bore da - and "what's occurring?". Do you know that there is no 'J' in the Welsh alphabet? I'm actually Dave Ones.
'I sometimes thought Wolverhampton people carried a doom cloud above them. Here, they carry a doom cloud and a bucket of water just in case the doom cloud isn't enough.
'They have a habit of thinking the worst. But I've worked hard for five years. I've built a football club here. I think they appreciate it.
'And now the Premier League. If we can get there. It's lifechanging down to the hoteliers, restaurant owners, taxi drivers and industry.
'People think I've only managed with Wolves in the Premier League, they forget my time with Southampton. Within that, I've won manager of the year, so I must have been doing something right.
'Unfortunately, life dealt me the wrong cards and I had to start again. I got a good job at Wolves and did what others couldn't do. They moved me on, for whatever reason. It's fantastic for this club. It's the third time we have been to Wembley - which doesn't exactly roll off the tongue when you are talking about Cardiff City.'
Jones and Blackpool boss are good friends but that will change for 90- minutes this afternoon.
'I had to go down to Plymouth with my horse-box,' said Jones. 'He had a horse called Alim, an Arab horse.
'All my daughters used to ride but we used to stable them out. When I moved down here, we had some land and stables and brought them back to look after them ourselves. I love it.
'Olly had a horse going. When I got down there he was asking me all these questions. I realised he was vetting me to make sure I was suitable and that we had good facilities. I couldn't believe it.
'There I was, in a field with my wellies on, being interviewed about whether I could house Olly's horse.
'He's a good friend in football but he's trying to turn me over, just like I'm trying to do that to him. All that hogwash: "Good old Olly, good old Blackpool", it doesn't wash with me.
'It's going to be a battle. A helluva scrap.'
Blackpool v Cardiff City
from Wembley Stadium. 3:00pm today.