The veteran forward hopes to lead out the side against York City Knights in the 1895 Cup final on Saturday.
Featherstone have not played at the iconic venue since their famous shock Challenge Cup win over Hull FC in 1983 and he wants to help create new memories for the club’s loyal fans.
Rovers have been cleared to face York City Knights in final after they had been required to conduct a full round of PCR testing on their squad on Thursday evening after notifying the RFL of a number of positive tests for Covid-19 earlier this week.
There were no further positives in that round of testing, and they had an additional round of negatives this morning in the lateral flow testing that is required of all teams the day before each fixture.
Lockwood, 35, said: “I’ve always been proud to be Featherstone captain.
“I’d be very proud (to win it). It’s a big opportunity on a massive stage down there and at my stage of career I never thought I’d be playing at Wembley
“It’s nice and something to look forward to.
“But it’s massive for Featherstone and the rugby club and the history.
“You see all the pictures (from 1983) at our ground. People still talk about it now and big days out at Wembley.
“It will be a great day out for the fans. There’s a real buzz around town now and I keep seeing on Facebook and everywhere about how many people are going down, who’s got tickets and it’s nice that all the fans and the club can have that day out.”
James Webster’s side are big favourites having won all 12 of their Championship games this season, their latest coming in the shape of Sunday’s 32-10 success at Widnes Vikings.
Lockwood, who did not play in that game having decided to not risk some niggles on their opponents’ artificial surface, said: “It has been a great start.
“We have a very strong team this year. We’re training well and, though we’ve had a very good start, no one is getting carried away with themselves either.
“We’re keeping grounded and we don’t believe all our own hype.
“We have a really strong squad. We’ve had quite a few players missing recently and we’re still getting results; people just step up.”
In contrast, York have lost their last six games and are badly in need of some form.
But long-serving Lockwood, who joined Featherstone from Dewsbury Rams in 2011, knows they cannot be under-estimated.
“It’s always tough when we play York,” he said, with Craig Hall’s late try snatching Rovers a 16-12 win in May.
“We played them a number of times the other season and played them again this year.
“I know they’re not in great form at the minute but that doesn’t mean anything on the day.
“The last time we played them it was a last-minute try that decided it so I’m not expecting anything other than a tough game.”
Featherstone - whose other Wembley wins came in the 1967 and 1973 Challenge Cup - are without long-term injuries Jack Bussey, Brad Day and Thomas Minns while Hull KR-bound Frankie Halton can’t play due to Covid reasons.
Lockwood explained: “It’s gutting for Frankie.
“He’s had to miss and he’s out of his ten day isolation but with the seven-day return to play protocols he can’t play on Saturday. He can come down but can’t play. He’s been playing really
well for us and obviously he’s very disappointed.
“The three injured lads have all been massive for us this year as well and all have been playing really well.
“You don’t get many chances to play at Wembley. We’ll all be doing it for them.
“They will come down and be there with us on the day so it’ll be just a reminder that we’re doing it for them as well.
“It’s all about enjoying the experience - and making sure we do the business.”