LONDON (REUTERS) - Arsenal manager Arsene Wenger breathed a huge sigh of relief after they beat FA Cup holders Wigan Athletic on penalties in Saturday's semi-final to keep alive their hopes of winning a trophy after a nine-year wait.

Arsenal beat spirited Championship (second-tier) side Wigan 4-2 in the shootout following a 1-1 draw after extra time and will meet Hull City or Sheffield United in the May 17 final back at Wembley Stadium.

Having not won any silverware since their FA Cup triumph in 2005, Arsenal were made to sweat against Uwe Rosler's plucky Wigan side who gave Wenger serious concerns that his trophy hoodoo would continue.

"I am relieved because we won... It is important that, mentally, we didn't go out tonight. If you imagine the consequences of going out tonight it is quite worrying," Wenger told reporters.

"It was a cup game and the difference between winning and losing is very, very small," said Wenger, who has won the FA Cup four times.

"That win today will give us a lift for the rest of the season," added the Frenchman whose side have slipped out of the Premier League title reckoning during the run-in.

"The semi-final is all about winning," said Arsenal midfielder Kim Kallstrom. "It was tough but we did it. We had to stay strong mentally and at 1-0 down it gets tough. We were focused and even though it was on penalties, we will take it.

"We have been struggling in recent weeks but you have to deal with that, it's part of the game."

PENALTIES SAVED

Wigan took the lead after 63 minutes with Jordi Gomez's confidently struck penalty but Arsenal defender Per Mertesacker, who had given away the spot kick with a clumsy sliding tackle on Callum McManaman, redeemed himself in the 82nd by heading past Scott Carson to take the game into extra time.

Wigan's first two penalties were saved by Lukasz Fabianski, leaving Arsenal's Spain midfielder Santi Cazorla to convert the decisive spot kick to send the north London side to the final.

"In the first half we were a bit timid," Germany international Mertesacker told ITV.

"In the second half I think we hit the post twice and had a couple of chances so it was a good comeback. We have great character, even though a lot of people have questioned that."

Defeat was cruel on Wigan who had dreamt of retaining the trophy they snatched with a last-gasp goal against favourites Manchester City last year, but Rosler was proud of his side.

"Today we faced Arsenal, one of the top teams in the country, and we did very well - missing (out by) eight minutes to win it in normal time," the former Manchester City striker said.

"Unfortunately we couldn't hold out, we forced Arsenal long and that is unusual for the way they play.

"I desperately wanted to go to the final but unfortunately it didn't happen."