Raul Jimenez put the Wanderers in the lead in the 70th minute, and Diogo Jota doubled the advantage just six minutes later.
Marcus Rashford halved the deficit for United in the first minute of injury time, but it was too little, too late.
Former Villa striker Collymore was following the match, and he has taken to Twitter to give his reaction to the win for Wolves.
Meanwhile, Newcastle United legend Alan Shearer has praised 27-year-old Mexico international forward Jimenez and 22-year-old attacking midfielder Jota on Twitter for their performance against the Red Devils.
This is the first time in 21 years that Wolves have reached the semi-finals of the FA Cup, and Nuno’s side will now be confident of winning the prestigious competition.
Congratulations @Wolves, fully deserved and a nice reward for the football played this season.— Stan Collymore (@StanCollymore) March 16, 2019
Meanwhile, former Crystal Palace forward Clinton Morrison praised Wolves midfielder Ruben Neves on the Gillette Soccer Saturday show on Sky Sports Football on Saturday afternoon (1:15pm, March 16, 2019), and said: “In Neves, I think they have got an outstanding midfielder.”