The League Two Bantams stunned Aston Villa 3-1 in the first leg at Valley Parade tonight but Wells, who scored the opener, is remaining calm despite the result.
"We may well be the favourites now, but we want to be the underdogs," the 22-year old forward told Sky Sports 1.
"To get this far is great but we now want to make sure we get through.
"We showed our quality and that we can compete with Premier League teams. We were resilient, it was a tough match and we showed what we are capable of. To have a two-goal cushion is great.
"We would have taken a draw but 2-1, 3-1 is amazing. It's a good deficit to take with us to the away tie."