Kanu admitted: "It was a simple opportunity. It was easy to score. Of course I'm sorry for West Brom because they are my old team but I think we must win it now.
"If we don't we have let the fans down.
Albion players claimed Pompey's Milan Baros handled the ball during the build-up to Kanu's winner, but Pompey boss Harry Redknapp said: "It has never entered my head about any handball. I'm not aware of it.
"But we had chances to get more goals through Baros and then David Nugent later on. They will both score goals eventually.
"But this is great, a good day. It makes me look forward to life tomorrow. I'm delighted for our fans who must think it is fantastic. And it's a lot of credit to my other team, Tony Adams and Joe Jordan on the bench.
"We haven't won the cup yet but it's great to be in a final. It's amazing when you think back two years to where we were as a club, even five years. Now we are sixth in the league and in a final."