United won 2-0 in the first leg at Old Trafford courtesy of second-half strikes from Juan Mata and Marouane Fellaini, putting them within reach of a final showdown with either Liverpool or Southampton.
But Hull have shown signs of improvement under new manager Marco Silva, giving Premier League leaders Chelsea a decent game in Sunday's 2-0 defeat at Stamford Bridge, and Carrick says United will take no chances.
"It's definitely not over, we all know that. We are telling ourselves that. I think we'll be pretty much full-strength and will approach the game like it's a 0-0 and starting from scratch," the 35-year-old midfielder told MUTV.
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"It's dangerous when you go in there defending a lead to tell yourself this result will do or that result will do, or we can afford to do this or that. We need to approach it like any other game, keep our focus and intensity and try to win the game."
After a run of nine successive wins in all competitions, United's advance towards the Champions League places has been held up by 1-1 draws against Liverpool and Stoke City.
It means they remain sixth in the league table, four points off the top four, but Carrick feels a Wembley final appearance will show Jose Mourinho's men are on the right track.
"Going to Wembley, winning a trophy, how can you not like that?" said Carrick, whose side last reached a League Cup final in 2010, when they beat Aston Villa 2-1 to claim the trophy for a fourth time. "Especially when we feel we are as close as we are to getting there, without taking anything for granted."
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United captain Wayne Rooney will go into the game with a spring in his step, having scored a record-breaking 250th goal in the club's colours with a stoppage-time free-kick to equalise at Stoke.
Mourinho will be able to recall centre-back Marcos Rojo after he missed the Stoke trip through illness, meaning Eric Bailly, who is at the Africa Cup of Nations with Ivory Coast, is the only expected absentee.
Hull's preparations for the game have been overshadowed by the serious head injury suffered at Chelsea by midfielder Ryan Mason.
Mason, 25, had to undergo surgery at a London hospital after fracturing his skull in an aerial collision with Gary Cahill, with Hull revealing on Tuesday that he was making "excellent progress".
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Hull's players will wear 'MASON 25' T-shirts during the warm-up — a reference both to Mason's age and squad number — and fans have been encouraged to join in with a minute's applause in the 25th minute.
Hull have bolstered their ranks with a loan move for Serbian winger Lazar Markovic, who had been on loan at Sporting Lisbon from Liverpool.
Markovic, 22, joined Liverpool from Benfica for £20 million in 2014 and having failed to make an impression in his Anfield career to date, he is eager to prove his worth.
"I hope that my actions will speak louder than words and I can prove myself to the club and to everyone in English football," Markovic told the Hull website. "I joined Liverpool when I was very young and have not yet had a long run in the side to show people what I am capable of."
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