Palace thumped Villa 3-0 at Wembley, with Ismaila Sarr scoring twice and Ebere Eze also on the scoresheet.
Guehi told BBC Sport afterwards: "It was a really tough game. Against really good opposition and in those games, it's about moments.
"We showed a real togetherness and good spirit today. We now don't want to get ahead of ourselves and it is important that we stay focused. At least we get to relax and enjoy the other semi-final and see who we will play.
"From the beginning of the season, every game we go to home and away it is the same noise. Thank you to the fans."
Guehi also highlighted the impact of manager Oliver Glasner and goalkeeper Dean Henderson.
"He (Henderson) is so vocal and in those big moments he helps us like today," added Guéhi.
"He (Glasner) is top quality. Him and his staff, the way they analyse and break down teams. He is so enthusiastic every single day. He brings the same energy and support – and he is just amazing."