Roberts grabbed one of the Blues' seven tries in their 55-20 demolition job on another English Premiership outfit, Newcastle Falcons, in the quarter-final to reach the last four of a European tournament for the second successive season.
"We will be confident wherever we have to go in this tournament. We always knew we would have to go away in the semi-finals and while that is never easy, we have shown we are capable of going away and playing well this season," said Roberts.
"We were doing all the hard work in the first-half against the falcons, but then coughing up the ball too easily. But in the first 20 minutes of the second half we played some excellent rugby.
"On top of that Ben Blair didn't miss a kick and we really killed them off then. But let's not get carried away.
"We've got a huge game next weekend against the Scarlets in what is a do-or-die game for them. It is also hugely important for us because if we win it will guarantee us Heineken Cup rugby.
"I'm sure the Scarlets will be up for the game and will be hurting from what happened to them in Toulon in the Amlin quarter-final."
Blues coach Dai Young was full of praise for the way his side adapted their tactics at the start of the second half and notched 31 unanswered points in 18 minutes to secure victory.