The Ivory Coast striker rose to meet Wayne Routledge’s cross in the 90th minute to send Manchester United packing at Old Trafford, tallying his 13th goal of the season in all competitions.
Bony, who joined the Swans from Vitesse Arnhem in the summer, was thankful for being the man to score the winner and admitted he was loving his time in south Wales.
"It's good, we won, we came here not to lose and it was perfect for us. That was our wish and thank God we did it,” he told BT Sport.
"I tried to do my best and if I did it today, thank you God. I am enjoying life.
"It's now important for us to take it step by step and think about the next game."
Routledge opened the scoring for Swansea in the 12th minute before Javier Hernandez levelled four minutes later but Fabio’s 80th-minute sending off allowed the Jacks to edge a late winner in the third round of the famous cup.
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