Mahrez has expressed disbelief as Algeria qualified for its first AFCON final since winning the tournament on home soil in 1990.
Algeria qualified for the final in Egypt by beating the Super Eagles of Nigeria 2-1.
Williams Troost-Ekong gave Algeria the lead after he scored an own goal in the first half.
The second half saw Odion Ighalo level up for Nigeria from a spot kick decision made by VAR.
The night was, however, Algeria’s to celebrate as Mahrez sent them into the final from a brilliant free-kick.
Speaking after winning the award for man-of-the-match performance, Mahrez said: “It was a very tough game today against a strong team.
“We were one goal up and were in control before VAR’s decision – they scored the penalty and in the last minute we converted our free-kick.
“We are very happy because to be in the final of the Africa Cup of Nations is something unbelievable.
“I think we have been very good in this tournament. We scored 12 goals and conceded two, that is the source of our confidence.
“We are looking forward to the final against Senegal. We played them in the group stage and we are expecting another tough game.”