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City, who will face either Arsenal or Chelsea in the final, opened up a 2-0 lead at Ashton Gate through goals by Leroy Sane and Sergio Aguero before the hosts hit back with two late second-half efforts.
However KDB's late, late strike ensured City secured victory and the 26-year-old said City more than merited their place in English football's first showpiece occasion of the season.
"We are very pleased and we played a very good game," said Kevin. "We didn't give them chances. In the end, we deserved to go to Wembley.
"They had two chances with long balls. It was a shame they scored twice.
"We were very good and we didn't give them opportunities. We scored in the last minute but I think we should have won by three or four."
"The way we played (was the most pleasing aspect). We came here and we knew the crowd would be up for it but we kept them quiet."
De Bruyne missed out through injury when City last won the League Cup back in 2016.
But he said that the team's collective success was far more important than any personal considerations.
"I was very happy that we won it," Kevin added.
"I'm happy to be part of the team. Injuries happen but I hope for the same result as last time."
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