The former United defender enjoyed great success during his time at Old Trafford but was able to sink his old side to bring the Black Cats their first Wembley final for 22 years.
And the 32-year-old Republic of Ireland international admits Sunderland’s Old Trafford triumph ranks up there with some of his best memories in football to date.
“It’s up there, it’s got to be,” he told Chronicle Live.
“I was in the shower afterwards, thinking ‘what has just happened?’ Hopefully there will be one or two more nights like this.
“For the fans to witness that occasion was amazing. You can imagine the emotions we had, but for those that travelled down, they must have floated back to the North East.”
But O’Shea also admits that he thought Sunderland had blown it when Javier Hernandez cancelled out Phil Bardsley’s late extra-time goal to force a penalty shoot-out.
“We thought that was it, it was done when Phil scored,” he added.
“It was so emotionally draining after United scored that second goal with 10 seconds to go. But the courage the boys showed was amazing.
“When Vito [Mannone] saved the last penalty, we were jumping around everywhere and it was incredible stuff.”