Aubameyang bagged a hat-trick in the game which sees Arsenal into the final of the competition 7-3 on aggregate.
They conceded first in each leg but pulled away and now have a chance to secure Champions League football next term in the final to be played in Baku on May 29.
Arsenal saw their hopes of finishing in the top four of the Premier League dashed last weekend after a disappointing 1-1 draw with Brighton.
“We reacted well to going behind and we knew we had to score a minimum of one goal tonight,” Lacazette told BT Sport after the game.
“Auba was incredible tonight with an incredible hat-trick, so thanks to him.
“We have played badly in the Premier League over the last month and now we have to use this opportunity.
“We want to play in the Champions League next season and we want the trophy.”
Aubameyang’s hat-trick took him to 28 goals in all competitions this year as he's now scored five times in his last three contests.
The Gunners were eliminated from the Europa League at the semi-final stage last year by Atletico, and the Gabon international forward said progress this year demonstrated his team’s development.
“We have learned from last season and this year we didn’t make mistakes. Now we are through to the final,” the 29-year-old said in a post-match interview with BT Sport.
“[Lacazette and I] have talked a lot about our relationship and it is a pleasure to play with him, above all when you win games like this.
“It’s a final so it doesn’t matter which team we play, we have to give everything and win.”