Chelsea came from behind on three separate occasions at Stamford Bridge on Wednesday evening, including an equaliser deep into stoppage time of normal time, to eventually reach the quarter finals.
And Di Matteo was delighted with his players after yet another testing week off the field for the club.
"It's a good feeling when you win and it's always nice to win every game that you play in," said the Chelsea manager.
"Tonight was a typical cup game, quite open, and I thought that we played very well. We had a lot of chances as well. I thought that we could have finished off the game much earlier than we did.
"And also we've shown once again what fantastic character that these boys have to come back three times from behind.
"It's not the first time. It's a fantastic dressing room in there. They never give up. We've showed it tonight and we showed it on Sunday as well when we went down to nine men."
Asked if he felt his team got the decisions they deserved after some questionable calls at the weekend, Di Matteo said: "Not really because there was a handball in the box in the second half - a clear handball - and I'm not sure why it wasn't given."
The Blues were also their own worst enemy at times with David Luiz and Oriol Romeu losing possession to concede goals. But Di Matteo feels that is part and parcel of trying to play the right way.
"We gifted them some goals but we're trying to instil a philosophy and sometimes you have to take a step back to move forwards," he added.
Chelsea now face a quarter-final tie away to Leeds and it is one the manager believes will be a challenge.
He said: "Playing away from home is very difficult and Leeds and Chelsea have a bit of history as well so it will be a tough game."