Federici allowed Alexis Sanchez’s driven shot to slip through his body in extra-time as Arsenal triumphed 2-1 at Wembley to reach their second consecutive final, having beaten Hull to lift the trophy last year.
The mistake overshadowed a number of excellent saves by Federici and Szczesny had only kind words for the Australian.
“He can be very proud. It only went to extra-time because the goalkeeper was magnificent,” Szczesny told Arsenal’s official website.
“We’re very happy to go through but personally I do feel for the goalkeeper.
“It’s a difficult moment for him. He was the best player on the pitch and in his dreams he was probably hoping he would get them through to the final.
“He did everything to do so but got very unlucky in extra-time.
“It was a really good performance from him and he’s shown what a good ‘keeper he is.”
Arsenal looked like they might enjoy a comfortable afternoon when Sanchez opened the scoring in the first half, but Garath McCleary’s equaliser galvanised the Championship outfit.
“You know what to expect when you play Championship sides,” Szczesny said.
“They’re very solid defensively, they’re not scared to put their foot or head in and they defend very well.
“They did that with a great performance by their goalkeeper. It was a difficult game but we just got over the line.”
Arsenal are now just one win away from becoming the most successful FA Cup team of all time as they currently sit level on 11 successes with Manchester United.