The striker grabbed the third goal in a surprise 3-2 win over favourites Celtic at Hampden, to ensure a return to the national stadium when Saints battle Hearts for the silverware on March 17.
Thompson has already won every major domestic honour in Scottish football from his time with Rangers but said: "The final is going to be a really proud moment for me and, if we win it, I guess it would go right to the top. To win a cup with St Mirren after a 25-year-wait, as a supporter, would go straight to the top of the list. But we need to win it first."
He added: "When I scored the goal, I think you could probably see on my face just what it meant to me personally.
"But I believe that winning semi-finals count for nothing, really. If we can repeat it and win the final, we would really be able to enjoy it more."
Saints surged into the lead thanks to an early opener from debutant Esmael Goncalves, before Gary Hooper levelled just before the break.
Charlie Mulgrew failed to convert from the penalty spot for Celtic, before conceding a spot-kick of his own, which was tucked away by Paul McGowan.
Thompson then struck to put Saints firmly in the driving seat before Mulgrew netted with the last kick of the game.
Thompson said: "I knew when I scored that we had a good chance but Celtic were going to keep coming. They were committing a lot of men forward and I thought they would get a second goal.
"I'm just glad it came with the last kick of the ball. If it had come five or 10 minutes earlier, we would have been hanging in there."