The Black Cats booked their place in the final on Wednesday with a penalty-shootout victory over Manchester United.
"If you'd asked back in September if there was a chance of us being in a final, nobody would have said yes," the Daily Star quotes him as saying. "But we've beaten some good teams along the way in Southampton, Chelsea and now United.
"Now we've got City in the final and it's game on. We'll be going to Wembley looking to win the Cup. The lads are buzzing and so too are our supporters.
"Gus [Poyet] has been brilliant. He is on everyone's side. He helps everyone. We know what he wants and that's what we try to do. He changes things at times to see how we react to it and we reacted brilliantly against United."
Sunderland will take on Manchester City in the final at Wembley on March 2.