Wits advanced 3-0 on aggregate last night after drawing 0-0 with Cape Town City at Cape Town Stadium.
Hlatshwayo told SuperSport: "We are happy that we managed to go through to the final, though you know the coach wasn't happy with the way we played.
"Even when we won 3-0 at home, he was not happy. So I'm sure he's not happy today because the guys were a bit relaxed. We shouldn't take the advantage because we were 3-0 up."
He added: "For sure we are happy as a team to go through to the final and we will see who we are up against."
The Students will face either Mamelodi Sundowns or Chippa United in the final next month.
Sundowns will host the Chilli Boys on Wednesday having drawn the first leg 0-0 in Port Elizabeth a week ago.