Chelsea won the first-leg of their quarterfinal 3-0, with Madueke scoring twice and Tyrique George also netting.
"We’re really happy with how the game went and to get a 3-0 win away from home, it’s really pleasing," said Madueke afterwards.
"We knew that this would be a really difficult tie to navigate, especially with the atmosphere generated from their fans. They get right behind their team and support them all the way.
"So to come through this with a 3-0 win to take back to the Bridge for the second leg, we’re really pleased."
Madueke added, "It was a game of two halves really. In the first half, we were a little bit slow with our build-up, we didn’t move from side to side quick enough and didn’t get enough decisive overloads in.
"In the second half, we did things a lot quicker and we were much more decisive and that showed with the goals we got to secure a good win.
"It puts us into a good position to progress now. We certainly won’t be taking things for granted because in sport, anything can happen. However, we really feel like we can go on and see the tie out now and progress to the semi-finals.
"Now we want to finish off the tie in the right way in front of our own fans at Stamford Bridge."
Madueke also said: "First and foremost I’m delighted for the team. To win 3-0 and to keep a clean sheet in a tricky environment, it’s really rewarding ahead of the second leg.
"On a personal note, I’m really happy to score two goals. Having come back from injury, I wanted to find some rhythm and the goals have given me confidence for the next game."