Former Newcastle United midfielder also hailed the team spirit in the squad despite the recent poor form, while Glenn Murray realised the dream of most youngsters at Old Trafford
Palace took the lead through an amazing long-range strike from Ambrose, but a Federico Macheda penalty ensured the match went to extra time, with Glenn Murray giving the visitors the winner with a header.
Ambrose, once of Newcastle United, pointed out how big a result it was, highlighting the sheer delight of the Palace fans.
Speaking to Sky Sports after the match, Ambrose said: “It is a great occasion. Coming here against the champions, we were confident.
“We’ve had a quiet period in the season but have come into the game confident and the spirit in the camp has been fantastic.
“You can hear the fans out there now, so it’s a massive occasion and we are all delighted.”
Before Wednesday night, Palace had picked up only three points in their last five matches, while in that same period they’d failed to find the net once, but Ambrose was not surprised his side were able to score twice against the Red Devils.
“It’s just the way we are,” he explained. “We’ve got a great team spirit. It’s a lot different from last year and we can beat anyone, we’ve shown that here tonight.
“We weren’t too worried about the lack of goals as we have goalscorers in the team and it showed again tonight, great finish from Glenn [Murray] on the second.”
Murray was quick to praise Ambrose’s role in the goal, while he also remarked that scoring against Manchester United at Old Trafford is what many children dream of and he has now achieved that.
He said: “It was a great cross from Darren, I just lost my marker and it was one I caught.
“Next thing it’s in the back of the net. Great feeling.
“It’s what every boy dreams of, to come to places like this and score goals like that, obviously you can see the fans, they enjoyed it and it is just a great feeling.”
Despite having a semi-final to think about, Ambrose insisted Palace are instead focused on Friday's Championship clash with Derby County.
“We have another big game on Friday and we’ll take every game as it comes,” he said. “It will be a massive occasion the semi-final and we’ll look forward to that, but the League comes first and we’re looking forward to Friday and Derby.”
Palace’s reward for beating United is a two-legged tie with Cardiff City, a draw that means the Championship is guaranteed a representative in the final.
The first legs will be played in the week commencing January 9, while the return legs will be two weeks later.