The Blues are having a fantastic second half of the campaign, and defeated Real Madrid 3-1 on aggregate in the semi finals.
Werner believes their maturity, despite many of them not having experience of such occasions, is a key reason why they are enjoying so much success.
He told BT Sport: "We are on the road to the top four, we can win the Champions League and we can win the FA Cup. Our team is incredible, what we did today. We didn't have so much of the ball, like normally, but how we controlled the game and the rhythm against a team with world-class players in every position.
"We are young but we're not stupid to make mistakes and we were very, very good today."
On his goal, Werner added: "It took hours until the ball was coming down.
"But before the goal [Werner's goal - first of the 2-0 second leg win over Real Madrid], how we played to get Kai free in this position, a double pass with me and NG (N'Golo Kante), and he then played a very good ball to Kai. He hit the bar and it's an easy goal for me.
"The chances we created, most of them at the beginning of the second half, were very good. Maybe if you can say something to us today is the fact that we could decide the game earlier in the second half. But in the end, it's not easy to play against Real Madrid and we did very, very well."