The Black Stars have reached the semi-finals of every AFCON since 2008 and have played in two finals within the period, yet they have nothing to show for it in terms of trophy.
Appiah was the skipper of the Black Stars during the 2006 and 2008 Africa Cup of Nations and is hoping to win the competition as a member of the technical team.
But he thinks Ghana would need luck which has eluded the nation in their AFCON campaigns to win it for the first time in 37 years.
“Since 2008 is either we get to the semi-finals or finals, but it has been difficult to win the trophy,” Stephen Appiah told Pulse Ghana.
“I think that maybe we are not doing something right, so I and the technical team, our boss the head coach meet every two days, so we will figure it out what is preventing us from winning the trophy.
“People say luck, it exists in the game”
Ghana have been pooled in Group F with defending champions Cameroon, Benin and Guinea Bissau.
The Black Stars will open their 2019 AFCON campaign with a clash against the Squirrels of Benin on Tuesday at Ismaily Sports Stadium.