The La Liga leaders will face local rivals Real Madrid in next month's final after beating Chelsea 3-1 in the second leg of their semi-final this evening.
The defender told reporters: "The team has been learning how to stand up to challenges throughout the season. Our fans here helped us all the way. You could also see how united we all were out on the field.
"We are still left with so many important games to go and we want to win them all. I think that we are facing the best team we could have done in Real Madrid. They have the best squad in Europe."