Yet Mark Aston, who memorably helped them inflict the biggest Challenge Cup final shock of all time in 1998, will be doing just that on Sunday.
Admittedly, it is not for the same famous trophy but, instead, the inaugural 1895 Cup, a competition set up purely for Championship and League 1 clubs.
Sheffield host Batley Bulldogs – who have never played at Wembley let alone won there in their 139-year history – in the semi-final with the ultimate prize at stake.
Coach Aston, who was the Lance Todd Trophy winner when Eagles stunned Wigan 21 years ago, admitted: “It is surreal.
“To think, there’s an opportunity here for these guys to realise a dream of playing on that hallowed turf.
“I know it’s not the Challenge Cup but it’s a great chance for these players to do something only a very few get to do.
“They’re just 80 minutes away from Wembley and, if we got there, it’d not only be massive for them but the club, too. It would get people talking and remind them that Sheffield Eagles is alive again.”
Sheffield are seen as favourites given they are seventh in the Championship, three places and 11 points above their Yorkshire opponents whom they have also beaten handsomely twice already this season.
But Aston warned his side: “It will be physical and there’ll be blood and thunder as Batley have another reason to win now – Wembley.
“We have to be smart. When we got to the semi in ’98, (coach) John (Kear) had rehearsed everything. But John didn’t tell us we’d be 18-0 down after 20 minutes like we were against Salford.
“Cup semis are about playing for 80 minutes and that’s what we must do against Batley; we have to be ruthless.”
Aston hopes to have James Davey back after he missed last week’s loss in Toulouse .
Batley coach Matt Diskin said: “This competition, for our level of rugby, is massive.
“Some of these boys will never, ever get the opportunity of being as close to playing at Wembley as they are now.
“Our biggest task this week is making them realise the opportunity they’ve got in front of them.
“The intensity has been good and we have been training exceptionally well. From what I have seen so far they are definitely pumped and ready for a game.
“I just hope they can deliver on controlling the ball and maintaining discipline because the way we play, if we can do those two things we will score points and we’ll be in the game at the end.”
Diskin, who lost a Challenge Cup final with Leeds Rhinos in 2005 but at Cardiff not Wembley, added: “We are underdogs and rightly so. The last two times we’ve played them they have truly embarrassed us (54-24 and 44-16).
“We’re where we are in the league as we’ve made too many errors and been too ill-disciplined but if we tidy up those two areas we can compete with any team in it. Hopefully, we can do that for 80 minutes on Sunday.”
Leigh Centurions host Widnes Vikings in the other semi-final.