Los Che booked their place in the last four of the competition on Thursday after recording a 4-0 win over AZ Alkmaar to go through 5-2 on aggregate.
They will meet fellow La Liga side Atletico Madrid after the Rojiblancos defeated Schalke in their quarter-final 6-4 on aggregate, and Rami believes his side have to be cautious heading into the clash.
"The tie against Atletico Madrid will be a very difficult one," Rami told Canal Plus.
The French international, who scored two goals on Thursday night, also highlighted the danger Colombian striker Radamel Falcao.
"We will play against a very good side and also one of the best strikers in the world [Falcao], along with [Real Madrid striker Karim] Benzema."
But despite acknowledging Valencia will have to be at their best to beat Atletico, Rami is optimistic they can go on and achieve Europa League glory this season.
"It will be necessary to work and make a big effort and we will see what our destiny holds for us."
Rami will get a chance to lock horns with Benzema this weekend when Valencia play Real in La Liga.