Sydney FC are still confident despite falling to the Melbourne Victory in the two-legged semi-final series.

The Sky Blues lost the first leg at Etihad Stadium 2-1 before being beaten on aggregate by an Archie Thompson sucker punch deep into extra time which made it 2-2 at the Sydney Football Stadium on Sunday.

But defender Simon Colosimo believes that if they are successful against the Wellington Phoenix in the Preliminary Final on Saturday, they can get the job done in the big dance against Melbourne the following week.

"It's done. It was a great game to play in, it was 90 minutes plus another 30, there was everything in it, we came from behind but it wasn't quite enough," Sydney defender Simon Colosimo told AAP.

"Then Muscy's smarts along with Archie, they did us in that split second, but we all know we're a good team and we matched each other.

"There's no doubt we were disappointed we couldn't have a home grand final.

"But if we can get over the line on Saturday, which I'm confident we can, all our supporters can travel down to Melbourne and have a good night of it there.

"The important thing is to go out on Saturday with loads of confidence," Colosimo added.

"Probably from five games out from the end of the season, one of the big things we've said is to go out and enjoy it.

"It's a good time of year, we've been trying to enjoy ourselves and we'll try to do the same thing on Saturday.

"We have to do our jobs, but we should enjoy the night.

"It doesn't come all the time that we get to play finals football and the boys are going to go out there and enjoy themselves."