The striker grabbed the third goal in a 3-2 win over favourites Celtic at Hampden yesterday to ensure a return to the National Stadium, where Saints will meet Hearts in the final on March 17.
Thompson has won every major domestic honour in Scottish football during his time with Rangers.
But the Paisley-born forward says helping Saints claim their first trophy since 1987 would be extra special.
He said: "The final is going to be a proud moment for me and, if we win it, that would go to the top.
"To win a cup with St Mirren after a 25-year-wait, as a fan, would go to the top of my wish list. But we need to win it first.
"When I scored the goal, I think you could probably see on my face just what it meant to me.
"But I believe that winning semi-finals counts for nothing.
"If we can repeat it and win the final, we would really be able to enjoy it more."
Thompson added: "I knew when I scored that we had a good chance, but Celtic were going to keep coming at us.
"They were committing a lot of men forward and I thought they would get a second goal.
"I'm just glad it came with the last kick of the ball. If it had come five or 10 minutes earlier, we would have been hanging in there.
"I thought we defended brilliantly. Everybody was absolutely superb, you couldn't pick any one player out.
"We were all on the top of our game."