The Gunners eventually survived embarrassment by winning the penalty shootout at Wembley.
"Personally I couldn't believe it when they scored the goal because we were the better team," the Spaniard told talkSPORT.
"It was all us, but suddenly when they got a penalty which they scored, you think: 'This isn't happening again!'
"We've had a few disappointments over the past couple of weeks, but we reacted well, we threw everything forward and created chances.
"But we hit the bar, we hit the post and their goalkeeper made some unbelievable saves. We all thought it wasn't going to be our day again.
"Still, we kept trying and were rewarded in the end and it was amazing to get through to the final."
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