Nacional goalkeeper Ignacio Don told Fox Sports: "This in unique, unbelievable. I hope Paraguayan people can be altogether in the name of the country.
"I've always dreamt of playing in professional football and then the Copa Libertadores. Now, I'm playing the finals because we've been warriors on the field."
Nacional seem certain to meet San Lorenzo in the final, with the Argentine side playing the second leg of their semi-final against Bolivian outfit Bolivar in La Paz on Wednesday night, holding a 5-0 advantage from the first leg in Buenos Aires.
The first leg of the final takes place on 6 August, with the return leg seven days later.