It was Leeds' fourth straight win in the knockout stages - after they finished outside the top four for the first time since 2001 - making the result even sweeter for McDermott.
"I don't think I've got long enough to sum up how I'm feeling. I'm so pleased for the club and the players - I'm over the moon," said McDermott.
"We've been proving people wrong for a long time and that is belief and that is faith and that is courage in your own convictions.
"It's tough when you get questioned, I'm not saying people are wrong to question us but you can't doubt this team and some of the individuals and characters in it."
Both teams started at breakneck speed on a wet surface but it took more than 20 minutes for the deadlock to be broken - courtesy of a Jamie Foster penalty.
Sinfield followed Foster's lead with a penalty of his own for the Rhinos minutes later, before a moment of brilliance from Burrow saw Leeds open the scoring.
He wormed his way through the Saints' defence, drawing out Tony Puletua, before storming over.
If the shutters were up for most of the first half, the second was a different story - Andrew Dixon looking as if he had scored St Helens' first try six minutes in, only for the video ref to think otherwise.
However, the tide was turned minutes later as Makinson chased his own short kick centimetres from the try line and reached around a lacklustre Webb - the video ref this time calling in his favour.
Shenton crashed over six minutes later but despite two further goals from Foster, making it 16-8, Webb made up for his earlier error by scoring the first of four unanswered tries to set up the win.
The fullback made it 16-14, before another moment of brilliance from Burrow saw Hall give Leeds the lead with Ablett adding to it - all in less than 10 minutes.
St Helens were now flagging and their Super League Grand Final misery was completed a minute before the final hooter as Hardaker broke through and Sinfield converted for the 32-16 win.
Saints coach Royce Simmons admitted to paying the price of injuries.
"I have no arguments, the best team on the night won, but injuries to our players played a terrific part towards the end," said Simmons.
"We knew Paul Wellens wouldn't get through the game. He did as long as he could but the injury to Michael Shenton really did for us.
"I felt we had the wrong approach in the first half. When you get to a Grand Final you go and attack it and grab it. In the first half we were content to defend."
- AAP
