Juventus, who defended their league title a fortnight ago, remain in contention for a treble of trophies this season.
If successful, Juventus would emulate the feats of Jose Mourinho's Inter Milan in 2010
Juventus face Barcelona in Berlin on June 6th aiming to win Europe's premier club competition for just the third time, but Marchisio insists they are fully focused on winning their first 'Coppa Italia' since 1995.
"Our number one target at the moment is the Coppa Italia. After that we can start thinking about the Champions League," said Marchisio.
Juve coach Massimiliano Allegri said last week: "Making the Champions League final is a great achievement, but we can't lose sight of a very important objective, the Coppa Italia, which Juventus hasn't won for 20 years."
Marchisio, who scored from the penalty spot at the weekend as Juve came from behind to beat Inter Milan 2-1 at the San Siro, is one of two key players missing from Massimiliano Allegri's side for Wednesday's clash.
Alvaro Morata, the Spanish striker whose late leveller against Real Madrid proved decisive for Juve in the second leg of their Champions League semi-final, will also be missing due to suspension.
Otherwise, Allegri has a full squad at his disposal having rested a number of key regulars - including Gianluigi Buffon, Patrice Evra, Andrea Pirlo, Arturo Vidal and Carlos Tevez -- for Saturday's win at the San Siro.
However, Juventus are up against a Lazio team who have vastly improved since suffering a 3-0 league defeat at their shared home ground of the Stadio Olimpico at the end of November.
Stefano Pioli's men failed to get the better of Juve on their visit to Turin last month, losing 2-0, but they have been one of the strongest teams in the second half of the season and fought their way into contention for a place in next season's Champions League.
While Juve have lost three Cup finals since their 1995 win, losing in 2002 (Parma), 2004 (Lazio) and 2012 (Napoli), Lazio have made the most of their Cup final chances.
They go into their eighth final having triumphed in six of their seven previous attempts, notably winning four Cups since 2000.
With 12 league goals this season, evergreen German striker Miroslav Klose is Lazio's top scorer -- Brazilian Felipe Anderson has struck 10 times - and believes Lazio can triumph if they win their individual duels.
"Juventus are a very strong side but I'm sure we can succeed and lift the trophy," Klose told Calcio Norge.
"But we have to be aggressive in the individual duels." Pioli admits Juve are "the best side in Italy" but warned: "We earned our place in the final."
Admitting Juve could be inspired by their bid for a Treble, Pioli added:
"Clearly we need a flawless game. We'll be in Rome in front of our fans so we need to give it our best."