Atletico progressed at Arsenal’s expense after winning the return leg 1-0 at the Wanda Metropolitano.
The first leg ended 1-1 last week and Diego Costa netted the crucial goal for the LaLiga side at home.
Marseille snatched a dramatic extra-time winner to reach the final of the Europa League.
Rolando slotted in the winner against Salzburg, four minutes from time, after the Austrian team levelled the tie 2-2 on aggregate.
This year’s final will be played in Lyon on May 16.
Europa League final, May 16
7.45pm: Atletico Madrid vs Marseille