The Arsenal manager named a side with an average age of just 19 and in which the oldest player, keeper Lukasz Fabianski, was a mere 23.
Wenger's faith in youth was repaid as Mexican striker Carlos Vela, 19, grabbed a hat-trick while Nicklas Bendtner, 20, hit a first-half double and 16-year-old Jack Wilshere weighed in with his first senior goal as the Gunners ran out comprehensive winners.
There were also and impressive displays from Wales Under-21 midfielder Aaron Ramsey and aspiring full-back Kieran Gibbs, which all left the Arsenal manager confident the club's future is in safe hands.
However, Wenger admitted that integrating his talented youngsters in the Arsenal first team would be a challenge, comments which will no doubt frustrate Gunners fans who are impatient for success after years without a trophy since their 2004-05 league triumph.
''I was not surprised because I see them every day, but you never know on a big stage how they play,'' said Wenger. ''They did that with the belief we want them to have and the spirit we want them to have.''
''Now for us the biggest challenge is to keep them together and slowly integrate them into the first team. Some have done that already.
''When you are under immense pressure to buy in every transfer window, you know that you have these players behind and it would be killing the work we have done.''
Wenger said there was no reason why the young Gunners could not go all the way to Wembley, having reached the final in 2007 and losing in the semis last season.
''We want to win the trophy this season, why not?'' he said. ''The only pressure you have is that when you go through the rounds towards the semi-finals, everybody says, 'Now you have to change all these players'.
''So what do you do? Let them play like they have tonight and then say, 'Sorry, you do not play anymore'. For me, that is not serious. No matter how far we go, we have to stick to our policy.
''These players do not play like kids. They play with intelligence, talent and with spirit. They can beat many teams and I would not be scared to play any individual in the Premier League.''
Sheffield United manager Kevin Blackwell admitted his side had no answer to the young Gunners, whom he hailed as the ''best in the world'' for their age group.
''They were awesome at times and would have beaten most teams, he said. We knew they were a good set of lads, but nobody knew how good they were.''
