Adrian Lopez, Diego Costa and Arda Turan were all on target as the Rojiblancos responded to Fernando Torres' opener in sensational style to beat Chelsea 3-1 on Wednesday and seal their spot in next month's tournament decider in Lisbon.
They will now meet city rivals Madrid, who dispatched Bayern Munich 5-0 on aggregate in the other semi-final, and while Luis says Carlo Ancelotti's side represent the sternest test possible, he insists that Diego Simeone's side will relish the challenge.
"The team has been learning how to stand up to challenges throughout the season," he was quoted as saying by Uefa.com. "Our fans here helped us all the way. You could also see how united we all were out on the field.
"We are still left with so many important games to go and we want to win them all. I think that we are facing the best team we could have done in Real Madrid. They have the best squad in Europe."
The final will take place at the Estadio da Luz on May 24.