Kompany was delighted with the Manchester outfit's ability to hold on to their lead.
"It's great. You don't get to play a lot at Wembley and when you win it is historic for us," said Kompany.
"Chelsea are a good team and you can see with the front players they have got you are always liable to concede chances.
"I think our strength is to be organised and to defend and we have been able to absorb it. They are very strong."
City will face Wigan Athletic in the final next month.