Pompey are the only Barclays Premier League side remaining in the competition after a weekend of shock results in the quarter-finals.
Manchester United's conquerors will now face Coca-Cola Championship promotion hopefuls West Brom at Wembley for a place in the final against Barnsley or Cardiff.
Redknapp told Sky Sports News: "I think before Saturday everyone thought the semi-finals would have been Manchester United, Chelsea, Middlesbrough and West Brom.
"We're favourites because we're the only Premier League team in there. But if you look at the cup all year, you realise you have to be at your best to get through.
"It's not a day out in the semi-final, it's a tough game and we've got to be at our best to win the game.
"We want to win the semi-final and we want to win the cup."
Portsmouth have been in the top half of the Premier League for much of the season and remain in contention for a European place.
West Brom, after at one point looking set to dominate the Championship, have faltered slightly in their promotion push since new year.
Yet they remain in a good position, in fourth with games in hand, and Redknapp knows he cannot take anything for granted.
He added: "West Brom have done fantastic this year. They are a good side and have played some good football.
"Tony Mowbray has done a great job with them so it will be a tough, tough game. They're a big club with great tradition.
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