Sunderland As First Division clubs, Sunderland and Preston both entered the competition at the third round stage. Sunderland began with an away tie against Second Division
Southampton, who they met in the third round for the third time in seven seasons. Sunderland won 3–2, with goals from
Bobby Gurney,
Cecil Hornby and
Patsy Gallacher. before goals from
Len Duns,
Jimmy Connor and
Raich Carter gave them a 3–1 win in the replay. After beating another Second Division team,
Swansea Town, 3–0 in the fifth round, Sunderland required three matches to eliminate
Wolverhampton Wanderers in the quarter-finals. They eventually defeated Wanderers 4–0 in the second replay at a neutral venue,
Hillsborough in Sheffield, after the first two matches had ended in draws. Sunderland's scorers in this second replay were Gurney, Carter, Gallacher and
Charlie Thomson. In the semi-finals at
Leeds Road, Huddersfield, they faced the Third Division South
giant killers Millwall, who were the first team from that level to reach the last four since the Third Division formation in 1920. Millwall had scored 22 goals in six consecutive wins in their Cup run, including home wins against First Division teams
Chelsea,
Derby County and
Manchester City, with their captain and inside-forward
Dave Mangnall scoring nine of the goals.
Preston North End Preston's FA Cup run began with a 2–0 home win in a third round match against
Newcastle United, who had won the Cup as recently as
1932 but who had been relegated to the Second Division two years later. They then scored five in consecutive home wins against First Division
Stoke City and
Exeter City of the Third Division South, with their Scottish forward
Frank O'Donnell scoring hat-tricks in both matches. Frank O'Donnell and Dougal each scored twice more when Preston returned to London to beat the
1935 runners-up,
West Bromwich Albion, 4–1 in the semi-finals at
Highbury. Preston scored three times in the first twenty minutes to blitz their Midlands opponents, who were playing just two days after the death of their chairman and legendary former player,
Billy Bassett. In all, Preston scored 19 goals in their five matches to reach the final, with Frank O'Donnell contributing ten of them and scoring in every match. ==Pre-match==