Cullen played the full match as extra time goals from West Ham's Marcus Browne and Stephen Hendrie saw the Hammers book at date with Hull City in the final.
With the likes of Adam Bodgan, Martin Skrtel and Jon Flannagan in their starting line up, visitors Liverpool took the lead in the eleventh minute through Pedro Chirivella before a second half strike from West Ham's Doneil Henry took the tie to an extra thirty minutes.
Browne netted from close range just before the end of the first period of extra time to give the Hammers the lead for the first time on the night, only for Liverpool's Sheyi Ojo to level things up again less than five minutes after the restart.
West Ham weren't to be denied, however, when Hendrie struck barely a minute later with a fierce strike into the top corner to finally see the Hammers over the line.
After initially joining City on a month's loan in February, Cullen recently extended his loan deal at the Coral Windows Stadium until the end of the season.
As Cullen's move to City is classed as a 'youth loan', the midfielder is allowed to play for his parent club in Under 21/Development Squad fixtures.