Babina Noko found themselves trailing by two goals after just 41 minutes. Mpho Mvelase opened the scoring for the Rockets in the 13th minute with a powerful header, and Victor Letsoalo doubled the lead with a clinical first-time finish before half-time.
However, the tide began to turn moments later when debutant Bradley Grobler pulled one back in the 43rd minute, giving the home side hope heading into the break.
Head coach Eric Tinkler made two changes at the interval, bringing on Thabang Monare for Miguel Timm and Linda Mntambo for Olerato Mnandi.
The substitutions paid immediate dividends, with Mntambo providing the cross that allowed Grobler to head home the equaliser early in the second half.
With momentum on their side, Sekhukhune completed the turnaround through Vusimuzi Mncube, who pounced on a stray pass from Qobolwakhe Sibande to fire in the winner and seal a memorable victory.
Grobler, a debutant alongside Timm, marked his first outing for Sekhukhune with a brace that inspired the comeback. Meanwhile, former Sekhukhune player Seluleko Mahlambi made his debut for TS Galaxy.
Despite a missed second-half header from Mvelase, TS Galaxy were unable to respond, as Sekhukhune managed the closing stages effectively to book their spot in the final four.