The All Blacks outclassed their opponents in the 20-16 win at Eden Park and will face France in next week's final.
"It was awesome [when] we realised we would have to front off," McCaw said.
"Every single man out there did their bit tonight and that is what you have to do in knock-out rugby. I am very happy with that.
"Our backs were outstanding and they made it easy for the forwards. Breakdowns were the key as well to give them the ball."