Sydney premiership captain Barry Hall has warned the Swans of the perils of picking injured players in grand finals as Aliir Aliir's dream first season of senior football ended in heartbreak on Wednesday.

The young defender's hopes of playing in the grand final are over after he failed to complete training, but the Swans still face big calls over the fitness of captain Jarrad McVeigh and young gun Callum Mills.

The pair need only to pull up well on Thursday to be named in the 22 after doing everything asked of them by the Swans during their main session of the week. If they are given the green light then it will be a nervous wait for backmen Harry Marsh and Jeremy Laidler, one of whom will make way.

Coach John Longmire is not known for taking risks with injured players but McVeigh and Mills will be important in countering the Western Bulldogs' smaller forward line. A doomsday scenario would be for both players to be picked and fail to see out the game.

"You've got to go in with a fit squad, I just spoke about relying on each other and no weak links, if one goes down it just makes it that much tougher," Hall, who lifted the premiership cup with Paul Roos in 2005, said.

"Horse [Longmire] is pretty measured so he won't take a risk if there's any doubt. You've got to put your trust back in players.

"If he asks Callum Mills how it feels, and I know players want to play in a grand final, if he does something in the first 10 minutes and he sits out, how are you going to look John Longmire in the eye?"

Hall hopes McVeigh and Mills would have the courage to sacrifice themselves for the team if they did not believe they were fit.

Former Collingwood defender Simon Prestigiacomo famously pulled out on the eve of the 2010 grand final due to injury despite being named on the Thursday night.

"We've seen players in the past do it, step aside because they're being honest," Hall said.

"Hopefully they do that. It's quite easy to get caught up in grand final week and say 'yeah I'll get through'. It's a tough game."

Aliir made the call himself at training on Wednesday when he realised his injured knee would not be able to withstand the rigours of the biggest game of the year.

It is a bitter pill to swallow for the 22-year-old, who has been one of the revelations of the competition since making his debut in round six. With his safe hands, sound judgment and sense of adventure, Aliir has become a valued member of the league's most miserly backline.

"Aliir has done all he could to give himself a chance to play on Saturday. Unfortunately he was unable to complete training and therefore can't be considered for selection this week." the Swans football manager Tom Harley said.

"It's always a tough situation for players facing some uncertainty over their fitness ahead of a game. Aliir is a young man of outstanding character and a bright future and he will be supporting the team on the weekend."

The Swans are bracing for another fierce effort from the Bulldogs, who are riding high after an emotional finals campaign where they have defied the odds to defeat West Coast in Perth, Hawthorn and Greater Western Sydney. They will again be the underdogs on Saturday despite narrowly beating the Swans in their last two encounters.

"It's what the finals have been all about and they've epitomised the way to go about it with their pressure and contested footy," Swans midfielder Josh Kennedy said.

"They've obviously got a huge amount of belief and trust in one another and they're playing a good brand of footy which has stacked up. It's going to be a great contest."