Mikel Arteta admits that Arsenal "had to suffer" before booking their place in the FA Cup final.
Wigan Athletic almost followed up their win at Manchester City with another shock after taking a second-half lead through Jordi Gomez's penalty.
But the holders were pegged back by Per Mertesacker's header and Lukasz Fabianski saved two Wigan spot-kicks in the penalty shoot-out.
"We're really happy," Arteta told Arsenal Player. "It seems like at the moment we need to suffer and really earn things but I think we've done it today.
"We were unlucky to go a goal down the way the game was going but I think we showed a lot of character as well. We gave everything we had, we went forward, we created chances. It took us until the end to score and as for the penalties I think we were cool.
We've got the hunger and I think we've got everything we need to do itMikel Arteta
"I think Lukasz was fantastic and he really helped the team. The atmosphere was one of the best I've seen in football."
Arteta held his nerve to score from 12 yards and help take Arsenal to within touching distance of their first trophy since 2005.
"We've got an unbelievable opportunity," he said. "We've got the hunger and I think we've got everything we need to do it. We don't want to waste that opportunity and we're going to do it now.
"To get in a final is never easy and you look at Wigan and how we had to fight to beat Spurs first which is really tough, then Liverpool, then Everton and then them. They beat Man City and were the better team on the day.
"It was never easy, they were the cup holders from last year and there's a reason for that. Today we went through and I'm really happy so let's enjoy this."
Arteta also praised the Arsenal fans - with around 50,000 at Wembley to cheer their team to victory. If the players suffered, the fans did too.
"I think the fans have been terrific," said the midfielder. "When they got upset I think they had every reason to do it because in big games when it really matters I think we have disappointed everyone.
"To have this atmosphere and to have the privilege to play in front of them today with this kind of support is amazing, so we're really grateful and thanks for everyone to coming because they are really helping the team."Copyright 2015 The Arsenal Football Club plc. Permission to use quotations from this article is granted subject to appropriate credit being given to www.arsenal.com as the source