When the prospect of joining Bradford City on a free transfer was put to Zavon Hines he did not entirely buy into the idea of taking a few steps back in order to make a great leap forward.

"If I'm honest, I thought: 'I don't really want to play in League Two,'" says the former West Ham United and England Under-21 winger who was tipped for great things before spending two years on the Upton Park sidelines after suffering two separate, serious knee injuries.

"When you've played higher you have a bit of an ego but then I thought: 'I can use this as a chance to step back up.'" Not that the 24-year-old Jamaica-born, London-raised wide player ever imagined a crash course in humility at Valley Parade would lead to him stepping out at Wembley in Sunday's Capital One Cup final. "I'm enjoying Bradford now," he says, smiling. "My friends from West Ham tell me I shouldn't be playing down at this level because I'm better than that, but League Two's not as bad as everyone thinks."

Off-loaded to Burnley by Sam Allardyce last season and then swiftly discarded at Turf Moor, Hines did not have much choice. West Ham fans who recall his 22 first-team appearances may remember a couple of sublime individual performances against Manchester United and Liverpool but Paolo Di Canio was not remotely impressed when Hines turned up for a trial at Swindon Town last summer.

The then Robins manager told him he was too unfit and his knee might not withstand the rigours of a season in League One. A division lower, Phil Parkinson had performed exhaustive "due diligence" on Hines's medical and personal history and harboured no qualms about making him one of Bradford's eight free-transfer close-season signings.

"It was a bit of a shock, ending up here," Hines says. "You think: 'I should still be playing higher,' but once you're down here you realise there are a lot of good teams at this level."

Sensing Hines's hurt, frustration and insecurity, Parkinson wasted no time in introducing him to John Muranka, Bradford's sports psychologist. "I'd had a big dip, I was down on myself, it was hard," Hines says. "But John has made my mentality towards football and life much better than before. The gaffer and John have helped me mature as a player and a person, I've learned a lot about the game and myself.

"I speak with John about how I've done in games, what I could have done, about disappointments and how to react. How to react if the gaffer leaves me out. Things like that. It's helped me concentrate. Last year when I wasn't playing at Burnley I'd go home and be upset for the rest of the day but John has helped me a lot."

Hines no longer regrets departing West Ham. "Leaving was a bit emotional," he says. "I didn't really want to go but Sam Allardyce has a specific type of player and I just didn't feel I fitted the bill. Sometimes it's about who fancies you."

Parkinson, too, has endured significant setbacks, with a bright start to his managerial career at Colchester followed by a swift sacking at Hull. "He's a good manager," Hines says. "He knows how to talk to players and get the best out of them. One-to-one he's good with people and he does a lot of work on the training ground, which most managers don't these days. He's got the pedigree to be working higher – and he's got the belief that he's good."

Both men believe Swansea City are beatable. "Everyone thinks we're going to lose but I think we've got a great chance of winning," says Hines. "I truly believe that. And Wembley's a good opportunity; I'd like to show everyone I can still play at the highest level. If the Gaffer picks me, of course …"