The Toffees winger says the club's performance in the win over Chelsea shows that they can beat anyone they face.
Everton winger Aaron Lennon has told the club's official website that the other FA Cup semi-finalists would have wanted to avoid drawing his side because of the way they saw off Chelsea in the quarter-final.
Two goals from Romelu Lukaku against his former club inflicted just a third defeat in 18 matches under Guus Hiddink on the defending Premier League champions on Saturday and booked a first Wembley date for the Toffees since reaching this stage of the same competition four years ago.
The Merseyside club drew the winners of the replay between West Ham United and Manchester United in their last-four tie, but despite both potential opponents sitting above Everton in the league, Lennon insists that his side will be one that all their fellow semi-finalists would have wanted to avoid playing.
The 28-year-old told the club's official website: "I think the teams left in the draw would have wanted to avoid us. We don’t fear anyone because we know on our day we can beat anyone.
"We were at it straight from the off against Chelsea. The lads put in a brilliant performance and we got a great result.
"You could see they wanted to win it, but I think we wanted it that little bit more. Romelu Lukaku popped up with two brilliant goals and it was a great feeling for everyone."
Reaching Wembley has been a huge boost for Roberto Martinez's Everton side after a second underwhelming season in a row.
After finishing in the bottom half of the Premier League table last season for the first time in nearly a decade, the Toffees are 12th with just 10 matches remaining after a campaign characterised by inconsistent displays.
Should Everton triumph over West Ham or Manchester United next month, they will reach only their second FA Cup final since winning the competition in 1995.