Warne, 37, has revitalised the fortunes of south coast county Hampshire since becoming captain in 2004.
And for all that he has taken 708 Test wickets, captaining a team means a great deal to leg-spin legend Warne.
The bold, inspiring way in which he has led Hampshire has led some to wonder what might have been had not Warne's colourful off-life prevented him from becoming Australia captain.
"I've never played in a domestic final, so walking out as captain will be a proud moment," leg-spinner Warne said.
He also told the BBC: "I've captained my state Victoria a few times in Shield games, but never in a final because of international duty."
Warne's often tricky relationship with then Australia coach John Buchanan wasn't made any easier when two years ago he missed Hampshire's win in the final against Warwickshire.
"I was doing the really important job of being 12th man for Australia at Essex", Warne recalled.
Hampshire have won all four of their appearances in various domestic finals since becoming the last of the then 17 first-class counties to make it to a Lord's showpiece occasion back in 1988.
By contrast, this will be Durham's first Lord's final. They too have a gifted Australian in their ranks in batsman Michael Di Venuto and veteran Hampshire and ex-England off-spinner Shaun Udal said: "Michael Di Venuto and Phil Mustard have got them off to fliers in one-day cricket this season."
Hampshire have been given permission to play the England Test pair of batsman Kevin Pietersen and fast bowler Chris Tremlett on Saturday. However, Udal was in no doubt about the identity of Hampshire's key player.
"Warnie's our talisman and he always seems to rise to the big occasion. "The thing that sets him apart from other overseas players is his passion and commitment for Hampshire."
Durham suffered a major blow when England fast bowler Stephen Harmison, only recently returned from a hernia, was ruled out of the final on Thursday with a back problem.
It was a bitter pill for the 28-year-old Durham-born quick to have to swallow. "Having played for the county through the lean years, I was looking forward to making my mark in Durham's first ever final - and I'm heartbroken I won't be playing," Harmison, whose England colleague Paul Collingwood is set to face Warne once more, said.
But whatever happens at the weekend, Warne has grander ambitions for a Hampshire side that last won the County Championship back in 1973.
"Winning the Championship would be the highlight of my career with Hampshire," said Warne. "We've been second and third in the last two seasons, and I think it's only a matter of time."