Few would have expected to see Bradford and the Swans facing off for the Capital One Cup when they were drawn against Aston Villa and Chelsea in the last four.
While Bradford continued their run of success against Premier League teams by knocking out Villa, Swansea were particularly impressive in securing a 2-0 aggregate win over Rafa Benitez's side.
Williams, 28, was at the heart of two exceptional defensive displays from the south Wales club, sadly overshadowed by the furore over the incident involving Eden Hazard and ball boy Charlie Morgan.
Having been underdogs against the Blues, Swansea must now cope with being odds-on favourites against a Bradford side with the backing of the majority of neutrals.
But Williams knows Swansea may never get a better chance of winning a major honour, and they have to make sure their semi-final triumph does not prove to be in vain.
He said: "Beating Chelsea was massive. When the draw came out, we were thinking 'oh no, not Chelsea'.
"But once we thought about it, we realised it would be Bradford or Aston Villa at Wembley if we could just get through.
"Those two games have been huge for us in terms of confidence, they were two of the biggest games this club has ever being involved in. I thoroughly enjoyed playing in them and I think we did the perfect job.
"But all of that will count for nothing if we do not win."
Williams admits, however, the players were disappointed their achievement was marred by Hazard's red card for his alteration with 17-year-old Morgan, son of Swansea's largest shareholder Martin.
"It is what it is, it happened," he said. "It's a shame it overshadowed the win, which it did as it was all about the ball boy in the papers.
"But we were still able to celebrate as a squad, we haven't spoken about it or seen him (Morgan) since and it's only when the media come in we have had to speak about him."
Chico Flores superbly partnered Williams in their two memorable meetings with Chelsea, but the Spaniard will miss the final with the ruptured ankle ligaments he suffered against QPR two weeks ago.
And Wales captain Williams is desperately disappointed for his colleague.
He said: "I am gutted for him, I have spoken to him but what can you say?
"He's so disappointed, he couldn't do anything about the challenge on him and it's one of those things.
"He has been brilliant, he deserves to play in the final but he is not going to.
"Injuries happen in sport but we will try and win it for him and get him a medal, but we are gutted for him."