A disciplined 0-0 draw against Sporting CP in the second leg ensured Arsenal progressed 1-0 on aggregate, following their narrow win in Lisbon last week. It marked a historic moment, as the club reached back-to-back semi-finals for the first time.
Martinelli praised the team's defensive resilience across both legs and highlighted the mood inside the dressing room after the final whistle.
"It feels amazing," he said. "We're really happy with this achievement. Everyone is buzzing and we're proud of what we've done."
Reflecting on the match, he added: "We did well in the first leg, and tonight we managed the game. Maybe we could have been better, but Sporting are a strong side. The important thing is we didn't concede and we're through."
The winger now has his sights firmly set on the next challenge against Atletico Madrid, who booked their place by eliminating Barcelona 3-2 on aggregate.
"I can't wait for it," Martinelli said. "It's going to be another big game, another battle. We've played them before, but this will be different. We're ready."
He also made it clear that last season's disappointment is driving the squad forward.
"We're going to take what we did wrong last season and try to put it right this time. We'll go for it."
Martinelli played a decisive role in the tie, creating the only goal in Lisbon for Kai Havertz. The Brazilian has now contributed eight goal involvements in this season's competition, underlining his growing influence on Europe's biggest stage.
"I've been working hard to help this team," he said. "This club is like family to me. We want to win titles, and we're on the right path."
Arsenal will travel to Madrid for the first leg at the Metropolitano Stadium on April 29, before hosting the return leg in north London on May 5, with a place in the final at stake.
Unai Emery has warned Aston Villa that their Europa League quarter-final tie against Bologna is far from finished, despite holding a strong advantage heading into Thursday night's second leg at Villa Park.
Alejandro Garnacho has said becoming a father transformed both his life and his football, as the Chelsea FC winger opened up on family, routine and staying grounded ahead of a crucial run of fixtures.
Rui Borges has praised his Sporting CP players for their courage and quality despite their UEFA Champions League exit to Arsenal on Wednesday night.
Vincent Kompany has praised his players' courage and composure after Bayern Munich edged past Real Madrid in a dramatic Champions League quarter-final clash on Wednesday night.
