Senad Lulic’s late goal handed Lazio a 1-0 triumph at holders Napoli on Wednesday to progress 2-1 on aggregate.
Lazio, who are riding a seven-game winning streak in Serie A, will face Juventus in the final at the Stadio Olimpico on June 7.
“The whole team deserves praise for a great battling performance in this difficult stadium,” Pioli said to Italian TV station Rai Sport.
“We deserved to be in the final after a long path to get here and we are very satisfied.”
Lazio had gone into the encounter in Naples with all to play for after being held to a 1-1 draw in the first leg in Rome.
Despite Napoli dominating the encounter at the San Paolo stadium, Lazio clinched the win.
“Napoli are a great team,” Pioli said. “It’s true they are struggling in terms of results, but they had so many scoring opportunities against us and have been built up over time, constructed this season to play in the Champions League.”
Pioli hopes his side can finish the job against Juve to lift the club’s seventh Coppa.
“We have achieved an important objective in reaching the final but we have won nothing yet,” he said. “Compliments are lovely, but we’re only halfway there.”
Lazio return to Serie A action this weekend when they host Empoli on Sunday.
The Biancoceleste are third in the standings and hold the last Champions League qualifying spot.
“Now we must focus on Serie A again, as we want to continue our good run there too,” Pioli said. “We want to aim for the maximum this season, that is to win every single game.
“We’ve always taken it one match at a time and we will continue like that.”
Napoli coach Rafa Benitez could not hide his disappointment.
The azurri, who lifted the Coppa last season, could not find a way through Lazio’s defence.
“The only thing we lacked was the goal,” Benitez said. “I compliment Lazio for qualification.
“We had seven chances to score but we didn’t take them and the other team took advantage.
“Nobody is happy with the outcome as we would have liked to have gone all the way.
“We are all responsible when a team creates seven clear chances and doesn’t score. We need to create more and score them.
“With more luck, things would be different.”
Despite the setback, Benitez does not believe Napoli’s season is a failure.
“I think getting to the semi-final of the Coppa and the Europa League quarter-final is nothing to be sniffed at,” he said. “The attitude of the team and the chances we create are obvious.”
Napoli are sixth in the Serie A standings, eight points adrift of Lazio with nine games remaining.
The Naples outfit, who take on Wolfsburg in the quarter-finals of the Europa League, host Fiorentina on Sunday.