"We’ve got a good record in Grand Finals but I suppose records are there to be broken," said Long.
"You could say there is a lot of pressure on us but that’s good really. We handled it well in the Challenge Cup final.
"I know it’s a totally different kettle of fish when you’re playing Hull, but it’s good pressure. I don’t mind it."
Last season the Airlie Birds brought a 23-year wait for the Challenge Cup to an end with a thrilling one-point win over Leeds rhinos at Cardiff, and it is now 23 years since they last won a league championship.
Hull boss Peter Sharp, who has only been at the club since April, said that Saints’ league record will count for little at Old Trafford, but admitted that his side were the underdogs.
"We’re underdogs and rightly so," said Sharp. "The other side have had four losses all year and that’s a tremendous record in any competition anywhere.
"But there’s a first time for everything, isn’t there? We hadn’t beaten them at Knowsley Road for a long time. Things like that won’t mean too much at six o’clock on Saturday night."
St Helens coach Daniel Anderson took over at Knowsley Road in mid-season last year and took his side to within one win of the final in both competitions.
This time around Anderson is confident that the Saints can draw on their big match experience to help them finish of a superb year with a flourish.
"Teams have won championships without the big-match experience but I don’t think it hurts that players can draw upon experience," said Anderson.
"If we’re under the pump or copping heat at some stage in the game and players have been there before and know what to do, I don’t think it hurts. But I don’t think it’s the be-all or end-all.
Anderson went on to say that St Helens will not be daunted by the weight of expectation, as that weight has been carried all year long.
"We’ve been favourites for 35 games in a row and I think we’ll be favourites on Saturday” he continued.
"We’ve carried the burden of expectation all year, internally more than externally, and there is no reason not to be confident. We’ve played very well this year.
"We still have to do the job but we’re certainly not daunted."