The forward thumped a glorious angled shot into the top corner in the 60th minute to end Valencia's hopes of a comeback in the second leg of the last-four clash.
The hosts, 4-2 down from the first leg, did everything but score in a one-sided first half as their opponents lived very dangerously, but Adrian taught them a lesson in clinical finishing.
Atletico lost captain Thiago to a needless red card late on when he was dismissed following a mass confrontation and he will now miss the final.
Valencia, with work to do to get back in the tie, were quickly on top of their opponents.
Sofiane Feghouli's shot took a nick of Jonas on the way through, but Thibaut Courtois was alert to parry well and the on-loan Chelsea goalkeeper then reacted to tip Jonas' follow-up round the post.
Roberto Soldado fired over, just failed to get on the end of another ball in and then glanced a tough headed chance just wide as the hosts continued to carve out openings.
Atletico could barely get out of their own half and were hanging on desperately at times.
Antonio Barragan got free on the byline down the right and fired a ball across the face of goal, but it was hacked clear.
Jordi Alba threaded an excellent pass inside to Sergio Canales breaking into the left of the area, but his angled shot was pushed away by the busy Courtois.
The hosts were almost caught on the break at the other end when Arda Turan got free down the right and crossed for Radamel Falcao, but keeper Diego Alves just got to the ball ahead of the Colombian.
That was a rare dangerous moment for Atletico, though, and Valencia were soon on the attack again as Soldado narrowly failed to get a touch on Alba's ball in at the near post and Courtois held on.
But for all of their pressure the home side were struggling to find a finishing touch and it was all square at the break.
Valencia continued to press after the break, but they were stunned by a fantastic goal from Adrian.
The forward took the ball down on his chest and, from just inside the area on the right, flashed a ferocious effort into the far top corner, leaving Diego Alves not chance.
Needing three to go through, the hosts appeared resigned to their fate and Falcao should have made it two, only to be denied by the keeper.
Atletico lost Thiago to a red card in the 79th minute, the midfielder seemingly dismissed for aiming a slap at Soldado during a mass confrontation which followed a Valencia penalty claim.
The hosts had appealed for a handball against Thiago when he went up for a header in the area with Ricardo Costa, but the referee, after initially appearing to point to the spot, chose not to give a penalty. Replays proved him correct, showing the ball had struck Costa's hand rather than Thiago's.
There was not enough time for Valencia to look to capitalise on their extra man and Atletico kept them out to set up a final meeting with another Spanish side, Athletic Bilbao.