The Aviva Premiership outfit became only the second team in 16 years to win a European match in Limerick, and will go on to contest the final against Stade Francais at Cardiff City Stadium on May 20. The result came as a surprise to most of the 25,700 spectators in attendance, but not for former Ireland full-back O'Shea, who felt confident right from the off.
"We won the toss and (our captain) Chris Obshaw came up to me and said that he wanted to play into the wind because he wanted us to play our game," said O'Shea.
"The minute he said that I knew we would be fine in terms of bringing our game to Thomond. I'm delighted for the players because of the work that they have put in.
"We might not have the squad size that a lot of teams have but we have a hell of a lot of heart. I'm incredibly proud, as you can imagine for various different reasons.
"But the horrible thing is that we have done nothing. We have won a semi-final.
"My dad has a saying that a good semi-final never makes a good final, so we're going to have to make sure that that doesn't happen. But the guys will have the win in their locker forever and a day."
Harlequins were much the better side throughout, and registered two converted tries from George Robson and Danny Care to lead 14-0 after 35 minutes. Felix Jones replied with a try for Munster just before the interval, but the two-time Heineken Cup champions failed to score again until the dying embers of the second half, by which stage 'Quins already had one foot in the final.
"The way that we played didn't give us any opportunity whatsoever to get a result," admitted Munster head coach Tony McGahan.
"We really stood off them, and showed an inability to make first-up tackles. I don't think we got through more than two phases in the first half, and we conceded 11 turnovers. We failed to put any doubts in their mind."
McGahan also tipped Quins to go on and win the final, adding: "If they show the same spirit and execution that they showed here, then I don't think they will have any problems."