The two are close friends and are both focus on a maiden Grand Slam title when they meet at 21:00 BST on Sunday.
“It’s huge pressure for both of us. We have been working very hard for a long time to win a Slam,” Thiem said.
Zverev, 23, is competing in his first major final, while Austria’s Thiem, 27, has lost his previous three finals.
The final will be at Flushing Meadows in New York, where a new Grand Slam champion will be crowned.