Spurs found themselves two goals down inside the first 28 minutes at White Hart Lane before a brace from Christian Eriksen got them back on terms.
"I was gutted after 28 minutes and we conceded two poor goals, we know that," Sherwood told the club's official website. "We needed to dig deep and try to find a way to win the game and I'm so proud of the lads that we managed to achieve that.
"We knew it was going to be tough and to trail 2-0 at home and come back to win 3-2 is a massive achievement.
"It was a big win for us. We can now concentrate week to week on the Premier League and we'll try to accumulate as many points as we can."
Spurs are back in action on Saturday when they make the trip to Liverpool in the Premier League.