Harry Maguire talked up the belief in the England camp and said his side will not settle with reaching a first European Championship semi-final in 25 years.
The Three Lions eased to a 4-0 win over Ukraine in Saturday's semi-final at the Stadio Olimpico to set up a showdown with Denmark at Wembley on Wednesday.
England lost their most recent semi-final appearance in the competition on penalties to Germany in 1996, while also losing at that stage to Croatia in the 2018 World Cup.
On the back of that extra-time disappointment at the hands of Croatia three years ago, Maguire is desperate to go one better this time around with victory against Denmark.
"It's a great feeling. Back-to-back semi-finals at a major tournament is a great achievement," Maguire, who scored the second of England's four goals, told BBC Sport.
"I don't want to be a party pooper. We have another big game coming up. We want to go further this time than at the World Cup.
"It is a great feeling that we are here and the way we have done it shows the progress we are making. Long may the improvement continue.
"It is hard to soak it up when you have another big game coming and you know who you are playing and when.
"There's a great atmosphere in the dressing room, but we will wake up tomorrow and be focused again. This group are not settling for a semi-final, we want to go further."
Harry Kane opened the scoring for England inside the first four minutes – the Three Lions' earliest European Championship goal since Michael Owen against Portugal in 2004.
England endured a difficult period at the end of the first half after Andriy Shevchenko tweaked Ukraine's system, but Maguire scored 55 seconds into the second half to settle nerves.
Kane's second of the match four minutes later put the game out of Ukraine's reach and substitute Jordan Henderson rounded off the routine win with a fourth just after the hour.
It is only the second time England have scored four goals in a major tournament knockout game, the other instance being the 1966 World Cup final against West Germany.
"We have great belief in the dressing room," Maguire added. "The first half was tough. We got the early goal we wanted but they caused us problems with their change of shape.
"The second goal settled us down a lot and from there we controlled the game. The third and fourth were deserved on the night. It was an impressive performance.
"We spoke about being better on attacking set-plays. We hadn't scored one before the two tonight. It's nice to chip in with a goal but the main thing is the victory."
Kane's double made it three for the striker at Euro 2020 and nine in major tournaments for England, moving him level with Alan Shearer and behind only Gary Lineker (10).
The Tottenham star finished as the Golden Boot winner at the 2018 World Cup, but he is hopeful of a different outcome to that semi-final heartbreak this time around.
"What a great performance in a big game," he told BBC Sport. "We were favourites, there was a lot of pressure and a lot of expectations. The performance was top-drawer.
"We set out a vision before the tournament of what we want to achieve. We're knocking it off step by step. The World Cup was great but we fell short, and in the Nations League.
"Now it's about getting over the line, the next step that we have got to do on Wednesday."
England have kept five clean sheets in a row from the start of the tournament, something only Italy in 1990 have previously managed at a World Cup or Euros.
But Kane is not getting too carried away ahead of facing Denmark, 2-1 winners over the Czech Republic in Friday's other quarter-final, on home soil next week.
"Another clean sheet, four goals, it was a perfect night for us," he said. "We're building on [clean sheets].
"We have a great unit here from front to back. It's a vital part of winning games and tournaments. The job is not done yet. There's a lot more football to play."