Atalanta recorded a 5-4 win over Fiorentina in the semi-finals, while Lazio - six-time winners of the trophy - beat AC Milan to set up what looks set to be a fascinating final.
Atalanta have not won the Coppa Italia since 1963, while they have only reached two further finals, with the last coming back in 1996, which is an indication of what Wednesday night will mean for La Dea.
The club have been no strangers to success this season, though. Indeed, a total of 65 points from 36 matches has left them in third position in Serie A - they are extremely well-placed to secure a top-four finish this season, and it would be some campaign if they could also land the Coppa Italia crown.
Gian Piero Gasperini's side have not actually lost a single game since Torino beat them in Serie A at the end of February. A staggering run of league form has taken them into the top three, and they will enter this match off the back of four straight league successes, including a 2-1 home win over Genoa on Saturday.
Atalanta also beat Lazio 3-1 in the league on May 5 and have a huge scalp to their name in this season's Coppa Italia. Indeed, a 3-0 success over Juventus at the end of January set up a semi-final with Fiorentina - the first leg finished 3-3, but Atalanta won 2-1 on home soil to advance to the final.
It is a huge period of the season for the club, considering that they will face Lazio on Wednesday night before travelling to Juve in Serie A this weekend. Gasperini's team then finish at home to Sassuolo on May 25.
A fair amount of the team's success this term has been down to the form of Duvan Zapata, who is on loan from Sampdoria. Indeed, the 28-year-old has scored 27 times in 45 appearances in all competitions, including 22 in Serie A and three in four Coppa Italia appearances.
A Serie B club as recently as 2011, Atalanta finished seventh in Serie A last term but are well-placed to better that this season. Having already dumped the mighty Juve out of the Coppa Italia, there will be little for them to fear despite the quality that Lazio undoubtedly possess.
It will be the first time that Atalanta have faced Lazio in the Coppa Italia since October 2008, when the latter won 2-0 in the fourth round. La Dea were victorious in both league games between the two teams earlier this season, though, and will therefore arrive full of confidence.
Recent form: LLWWDW
Recent form (all competitions): DWWWWW
Unlike Atalanta, Lazio have a fair amount of success in the Coppa Italia, having lifted the trophy on nine occasions. That said, they have not won the competition since 2008 and have been victorious just twice since 1991.
Lazio's semi-final did not produce the same level of entertainment as Atalanta's, but it was still a fascinating two-legged affair against Milan. The pair played out a goalless draw in the first leg, but a single strike from Joaquin Correa in the second leg proved enough for Lazio to make the final.
Only Juve, Roma and Inter Milan have actually won the Coppa Italia on more occasions than Lazio, but I Biancocelesti have only won one of their last five domestic games against Atalanta, and as mentioned, have lost both Serie A encounters during the 2018-19 campaign.
Lazio will enter the final off the back of a league win, having overcome Cagliari on Saturday. Simone Inzaghi's side are currently eighth in Serie A, though, and only have an outside chance of finishing in the top four.
In terms of what is ahead for the White and Sky Blues, they will follow the Coppa Italia final by hosting Bologna in Serie A this weekend, before travelling to Torino for their final league game of the 2018-19 campaign on May 25.
Lazio will be wary of Zapata's threat on Wednesday night, but Ciro Immobile is also enjoying a fine campaign for Inzaghi's side. Indeed, the 29-year-old has contributed 18 goals and 11 assists in all competitions, including three goals in four Coppa Italia appearances en route to the final.
Truth be told, both teams will be confident ahead of the final. Juve, as expected, were installed as the favourites before the start of the season, but their absence makes it a very open final between two well-matched teams.
Head coach Inzaghi won the competition on three occasions as a player, though, and will be looking to deliver his second trophy, having triumphed in the Suppercoppa Italiana in 2017.
Recent form: DLWWDW
Recent form (all competitions): WLWWLW
Atalanta will again be without the services of centre-back Rafael Toloi due to a tendon issue, but Gasperini has no fresh injury concerns from the team that started against Genoa.
There will also be a spot in the middle of midfield for former Middlesbrough midfielder Marten de Roon.
Lazio will make a late decision on the involvement of Sergej Milinkovic-Savic, who is currently struggling with an ankle injury. The midfielder could make the squad but might be left on the bench.
Immobile was named on the bench against Cagliari at the weekend but should come back in, while Danilo Cataldi is also an option for Inzaghi.
Atalanta possible starting lineup:
Gollini; Djimsiti, Palomino, Hateboer; Gosens, Freuler, De Roon, Castagne; Pasalic; Zapata, Ilicic
Lazio possible starting lineup:
Proto; Felipe, Acerbi, Radu; Marusic, Parolo, Badelj, Alberto, Lulic; Correa, Immobile
Head To Head
As mentioned, it will be the first Coppa Italia clash between the two teams since Lazio recorded a 2-0 win in the fourth round of the 2008-09 competition.
Atalanta won 3-1 at Lazio in the league earlier this month, while they were also victorious in the reverse clash earlier this season.
Lazio have not beaten Atalanta since a 2-1 home win in January 2017, but that was the last of three straight successes against La Dea.
We say: Atalanta 1-1 Lazio (Atalanta on penalties)
It is difficult to separate the two teams ahead of the match. We are expecting a well-matched final but fancy Atalanta to ultimately secure the trophy via a penalty shootout.