Tamas Priskin's goal gave the npower Championship side a shock 1-0 win at Portman Road on Wednesday night against a strong Gunners side.
Arsene Wenger's side remain favourites to secure a place in the Wembley final, but Delaney is just grateful to have something to hold onto ahead of the second leg.
He said: "Arsenal weren't at their best, but in the tie, we have to be above our best and pray to God that they are somewhere below average if we're going to get close to them. That's what happened.
"We'll go and park the bus in front of the goal at the Emirates, like Jose Mourinho said.
"We've got something to hold on to. They'll be breaking out all the big guns to do well after not winning any trophies for so long. When you've got something to hold onto, you can get another huge performance out of you."
Source: PA
Source: PA