The La Liga outfit over turned a 1-0 deficit from the first leg to progress to the last four of the competition 4-2 on aggregate.
"We have to continue in this way and know that we must give our best," Emery told Telecinco.
"We are very excited about this competition and - after this party - my emotion will be that I am proud of the team. They are working and they are trying to make it a good season.
"We are very happy, but we are cautious because there is still a significant way in this competition – we will be taking it step by step."
Sevilla have not reached the semi-finals of a European competition since 2007, when they won the UEFA Cup.