In-form striker Christian Benteke and England midfielder Fabian Delph were on target at Wembley on Sunday as Villa came from behind to beat Liverpool 2-1 in the second semi-final.
Sherwood will now turn his attention back to ensuring Villa avoid relegation from the Premier League, with a trip to champions Manchester City to come on Saturday.
The Villa manager will then look to pull off another surprise win at the home of English football on May 30 to deny Arsenal back-to-back FA Cup triumphs.
The former Tottenham head coach said: "We will be the underdog. The pressure will be on Arsenal.
"They are the holders. They want to win it again.
"We have a lot of hard work now. We put this on the back-burner.
"We need to secure our safety and then come back here and take the game to Arsenal.
"Every time we play we do that."
