Villa booked their place in the Carling Cup final with a 6-4 win, giving them a 7-4 aggregate win.
A brace from Nikola Kalinic but Rovers ahead, but Villa managed to bounce back.
O’Neill told Sky Sports News: “I am absolutely delighted, delighted for the players really because it has been a big effort and they have deserved something from their play.
“We thought we could have got into our stride earlier, and I know Sam Allardyce wanted them to score early and we wanted to ourselves in-front, but we didn’t just find ourselves 1-0 down, but two behind.
“But we fought back fought back fantastically and deserved to go through over the two legs.”