The South Korean midfield ace helped the Swans reach the Capital One Cup final, but suffered an ankle injury after being clattered by the Brazilian in last week's semi-final second leg at the Liberty Stadium.
But Ki has been cleared to carry on playing and now has his heart set on facing Bradford in the final on February 24.
"I was afraid, after the tackle, that I had got a bad injury," said the 24-year-old.
"I have had a few ankle injuries before, so I know how bad they can be. I seriously thought I might miss Wembley when it happened.
"I thought I might not be able to play for two or three months, but I was very lucky.
"My foot was a little bit in the air and that was crucial.
"If it had been on the ground, the injury would have been a lot worse."