Goalkeeper Sergio Romero saved two penalties in a 4-2 shootout victory over the Netherlands after their semi-final at the Arena de Sao Paulo finished in a 0-0 draw.
Sabella, whose side face Germany in the final at the Estadio do Maracana on Sunday, spoke of his happiness after the win.
"There is such joy, such great happiness," he told reporters.
"It was a difficult game, very tight, but World Cup matches are like that.
"Now we are in the final, we are aware of our qualities and certain that we can win the World Cup.
"We'll give our all."
Argentina will be eyeing their third World Cup title and first since 1986, while they are in the final for the first time since 1990.
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