Kelly's 119th-minute goal was the exclamation point on a tense come-from-behind 2-1 win against Italy that sends the defending champions to their third consecutive final in a major tournament.
They will face either world champions Spain or Germany on Sunday.
When asked about her source of confidence, Kelly replied, "Myself."
"The times in January when I considered quitting football make you truly appreciate moments like today, and that makes you cherish every second of it," said Kelly, who performed her signature prancing penalty run-up.
"I believe confidence stems from within, but also from those around you. The teammates we stand alongside on the field instill confidence in one another."
Back in January, there were concerns that the 27-year-old might not make the Euros squad due to limited playing time with Manchester City. She publicly requested a transfer from City to gain more playing time and enhance her chances.
Kelly's request proved effective as she spent the remainder of the season on a successful loan at Arsenal, eventually signing a permanent contract with the London club.
Sunday's final will mark the fifth in a major tournament for coach Sarina Wiegman, who noted that the night felt like a "movie" with 19-year-old Michelle Agyemang scoring the equalizer in the 96th minute to take the match into extra time.
"It was a bit dramatic. At the 88th minute, I thought 'We need to score now or we could be in trouble,'" Wiegman said, chuckling.
Wiegman praised Agyemang, who nearly scored again with an attempt late in the second half of extra time, but her shot hit the crossbar.
"She's just 19 years old and very mature; she knows exactly what she needs to do," Wiegman stated. "She joined our team late, just before the Euro...but she's already very mature and brings something unique, which she demonstrated today."
"That shot she took that hit the crossbar - it was incredible."
The only downside of the night was Lauren James limping off with an ankle injury to conclude the first half. Wiegman mentioned that James, who sat on the bench with an ice pack on her ankle, will be evaluated again on Wednesday.
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