Roma beat English opponents Leicester City 1-0 Thursday in the semifinal's second leg at Stadio Olimpico in Rome.
English forward Tammy Abraham scored the winning goal with a header and the Italian team won 2-1 on aggregate.
The first leg in England ended 1-1.
In another semifinal match, Dutch team Feyenoord drew 0-0 with France's Olympique Marseille at the Velodrome Stadium in Marseille, but the goalless draw enabled Feyenoord to secure a ticket to the final.
Feyenoord previously won the first leg 3-2 in Rotterdam.
The third-tier Europa Conference League made its debut this season, and its first-ever final will be held in the Albanian capital Tirana on May 25.
Roma and Feyenoord will vie for the 2022 Europa Conference League title at the 21,690-capacity National Arena.