The Dubliners booked a May 21 showdown with Northampton despite the worst possible start at the Aviva Stadium.
Florian Fritz crossed for a lucky try inside the first five minutes at Ireland's new national home yet Leinster kept their cool.
And even though they again trailed just after half-time, Leinster stuck to their guns, refused to go into their shells and showed the kind of mental resolve that champions are made of.
"In many ways we did it the hard way," said Sexton, who produced an immaculate kicking display, succeeding with six penalties and a brace of conversions.
"I don't think it was the best performance - I think it was the most satisfying in that we beat one of the best sides in Europe. They probably have the best history in this competition.
"We gifted them a lead. It is hard to play against teams like that when they have a good lead and seven points is a good lead in those games.
"We're just happy with the way we chipped away at the lead and no one panicked.
"There were a lot of technical things and moves that we had practised that didn't quite come off. We probably lost our set-piece a little in the first half but they are all things we can learn from.
"We planned to start the game a certain way but they counteracted that with very fast line speed. They smashed us behind the gainline a good few times, turned over a couple of our set-pieces so we struggled to get a platform at the start and then they got the soft try.
"But that's what I am talking about. No one panicked. We regrouped and just said don't try and chase the game. Just try and chip away at them. And we did."
Saturday's victory leaves Leinster chasing a Celtic and European double, a target no club has ever previously achieved.
And while Leinster are being tipped as Heineken Cup favourites and will secure a home semi-final in the Magners League with victory over Glasgow on Friday, the manner in which last season came to an end is preventing anyone in the camp from getting too carried away.
The 2009/10 campaign ended without silverware after Leinster lost first to Toulouse in a European semi before falling to the Ospreys in the last two of the Celtic competition at the RDS.
And Sexton, who rose to prominence in the 2009 Heineken Cup semi-final win over Munster, admits that last season's failure to on their first-ever European success is driving them onwards this time around.
"We are wary about what happened last year," Sexton told the Irish Times.
"We were in the semis of both and suddenly it all got taken away. The final of the Magners at home when we lost to the Ospreys still leaves a bitter taste even now, and losing away to Toulouse in the semis.
"I suppose all these experiences that you build up they do help. It will help in the build-up but we haven't really thought about the Heineken Cup final. It has just been drilled into us that it is back to Magners League duty this weekend and everything is about trying to get a home semi-final.
"Last season could have been a brilliant season and we finished with nothing. We are in the same situation again. It could be a brilliant season. It is up to us to finish it.
"We have potentially four games left. If we can win all four it will be something that no one has ever done before."