Mexico star Jimenez opened the scoring for the home side 70 minutes in, Diogo Jota netting five minutes later to give Wolves two-goal cushion.
Marcus Rashford pulled one back for Manchester United late on, but Wolves held on for thier first FA Cup win over the Old Trafford outfit since 1973.
“It was an incredible night,” and excited Jimenez told BBC Sport. “We know we can do it and make special things here.
“We are in the semi-finals and we are very, very happy
“We make history! We want more and I am happy for all these people every game.”
Wolves boss Nuno Espirito Santo was equally pleased with his club’s performance.
“I’m very proud of the players,” he told BBC Sport. “We had composure, shape, good running. Very well done to the boys and it was a fantastic atmosphere.
“It means a lot because we know how big Wolves were in the 1950s and 1960s and there are people in the stadium who have memories of that.
“To try to achieve the same is much, much harder now but we will try step by step. We will respect everybody in the semi-finals.”
Wolves sit seventh in the Premier League table, 13 points back of sixth-placed Chelsea but leading the rest of the chasing pack, a strong showing for a team promoted back to the league this season.
And, with a trip to Wembley for an FA Cup semi-final on the cards, club captain Conor Coady is happy to bringing the good times back to Wolves.
“We have some phenomenal players going forward,” he said to BBC Sport. “This takes us forward, two years ago we were in a bad place and these people are going to follow us and I can’t tell you how proud I am of everyone.
“It is a deserved result we were outstanding. From start to finish we nullified them – they are an unbelievable club with talented players. We said before in the changing rooms we have the chance to make history and we now have the chance to go through again.
“It is where we all want to be. In two years the club has gone a long way, we are all pulling in one direction, it is an amazing night for everyone.”