Spurs ended their miserable run against their rivals in emphatic style in tonight's semi-final second leg.
Looking for their first win over their rivals since 1999, Jenas and a Nicklas Bendtner own goal put them ahead in the first half at White Hart Lane.
Jenas told Sky Sports 1: "It's unbelievable. I think it was thoroughly deserved with all the work we put in, running, the sessions. It's all worth it when you get to a final and hopefully now we can go and get the job done.
"There's no point getting to a final if you don't win it.
"We put the record straight tonight so fair play to the lads."
Captain Keane, meanwhile, said: "It's fantastic. Full credit to the lads, they worked their socks off today and the result was well deserved. I could even have been a couple more.
"I'm absolutely delighted.
"I've been here a long time, it's been a long wait to get to a final but it's been worth the wait. I know how much it means to the players and also the fans."
Spurs assistant manager Gus Poyet hailed his team's "perfect day" and revealed the players had been motivated by suggestions from the Arsenal camp that they were scared of their north London rivals.
"There were a few interviews this week and they helped us a lot," Poyet told Sky Sports.
"They said we were scared of them, so many things. The players proved today they have no fear of anyone."
Poyet added: "The mentality they showed from the beginning - great start, great goal.
"It had to be the perfect day to win this, so today for every Spurs supporter was the perfect day."
Asked whether victory was devalued by the Gunners' inexperienced side, he said: "It's a good excuse."