The last mission is in Capital Prime, and it is called "Assault Capital Prime". After ascending through multiple levels of the Authority as well as a new form of mutants that you haven't faced yet, you'll come to the final room. In order to get there without trouble, I stocked up on Bandages and Sentry Bots. If you run into any trouble even with them, pull out the mini-gun you received before the mission.
Anyway, in the final room you will have to activate a series of computers and wait for them to finish. Again, as long as you have bandages and/or the mini-gun, you should have no problems. After killing waves of enemies, and flipping the final switch, the final cutscene will activate and this achievement will pop. You'll also unlock the corresponding difficulty achievement, though I'm not sure if the difficulty achievements are stackable. Good luck!
Edit: Thanks to starofdavid11 for clarifying that the difficulty achievements do stack!