Gaitan said that Benfica went into the game with a plan and executed it perfectly to prove that they are a force in Europe.
"The team knew what they wanted from the very first minute, and this was a really great game," Gaitan told UEFA.com.
"We knocked out a good team which tried to do their thing, but Benfica are very strong. My goal? It was a lovely move to set it up, and a great way to finish it.
"Now, it's a final – it's one game and we're going to move on to trying to achieve something else. We're going to enjoy it. We're going to try to win it, of course."
Premier League side Chelsea await them in the final.