Holloway's side set up a final against Watford at Wembley in two weeks' time when they will battle to return to the Premier League.
And the Crystal Palace manager thinks it is no more than his team deserve, as he told Sky Sports: "That's six undefeated now. I'm very proud of the players, I could burst."
Palace will look to complete the job against Watford and secure a place in the Premier League.
It was a nail-biting game for the fans and Holloway had special praise for two players in particular.
He added: "I wish (Wilfried) Zaha was staying here next season. And (Julian) Speroni? Well he has been outstanding, too.
"We will meet Watford in the final and they are a great side but so are we.
"I am pleased for all the people at the club, especially the fans."