"Yes, you can say there is some lack of confidence going into the final. But it is a very minor issue and everything will change once one result goes our way," Sehwag said on the sidelines of a promotional campaign for Coca Cola in New Delhi.
Sehwag, also the brand ambassador of the company, had a lunch date with 80 lucky winners of the "Match of the Man offer" campaign in the city.
Asked whether India should have a session with Australian psychologist Sandy Gordon before every final of a tournament, the 25-year-old replied in negative.
"I don't think we need it. We have four or five senior players who know everything about the game and they discuss the issues with the players. Also there is coach John Wright to help us out.
"Most of the times we are unlucky that things don't go our way."
India has lost 11 out of 14 finals in One-day tournaments involving three or more teams under Sourav Ganguly's captaincy.
On India's chances in the upcoming ICC Champions Trophy and the tri-series in Holland, Sehwag said the team was geared up to give 100 percent and win the tournaments.
The Delhi batsman once again voiced his preference for a middle order spot but said he would continue to play as an opener till the team wanted him there.