Spurs came through a tough group including Barcelona, Inter and PSV, before dumping out Borussia Dortmund and Manchester City, going through on away goals after a classic second leg against the latter.
They arrive at an improbable last-four clash with Ajax this week, yet Lucas is confident Tottenham are set for success.
"No, I am not surprised. I always believed in my team-mates," he told a news conference.
"Of course, it's very difficult to play in the Champions League against big teams but, in football, we never know what will happen. We have 90 minutes on the pitch to work, give our best and win the game.
"On the pitch, we need to show that we are favourites. We have a very good squad, quality players. I am not surprised.
@LucasMoura7 on Ajax:— Tottenham Hotspur (@SpursOfficial) April 29, 2019
"They're a very good team - young players, quick players and very dangerous. It will be a very hard game but I think we are ready to do a good job."#UCL #COYS pic.twitter.com/K5R1L2A2uT
"I joined Tottenham because I believe in the project of the club. When I saw the structure of the club and the project of the new stadium, I believed it would be very good for me.
"I understand the ambition of the club, with the structure, the squad that we have, the new stadium. You need to think to win trophies and make history - that's why I'm here.
"We are already in the semi-finals, we made history already, but I want more, I want to win trophies and enjoy each season here."
"I think it will be very hard because we play against a team that we don't know very well, from another country," he said.
"It's difficult but every game is difficult here in the Premier League. Each game is hard and the intensity is so high. Now it's the Champions League semi-final, everyone wants to know this.
"It's two young teams. It will be very interesting and we need to be clever. We need to use the intensity like we do in the Premier League and we can win this game."