Burnley scored three goals prior to full-time to tie up the overall aggregate but the Spurs fought back well to score twice in extra-time to progress through to the final.
Redknapp admitted he didn’t know what to do when his side was 3-0 down on the night.
"I thought we were dead and buried," he told Sky Sports.
"You're thinking 'what do we do?'.
"But we showed character and we came back. I was disappointed (with the performance), of course.