Rayo Vallecano will play Crystal Palace in the Conference League final after Alemao's first-half strike sealed a 1-0 second-leg win, which confirmed a 2-0 victory on aggregate.
Rayo will take on Oliver Glasner's side on May 27 in Leipzig, but they needed Augusto Batalla to save a late penalty from Julio Enciso to ensure there was no nervy finish.
The visitors started brightly and only a stunning save from Mike Penders denied Alemao's header from Andrei Ratiu's teasing delivery into the box from finding the back of the net.
Strasbourg struggled for any kind of rhythm in the first half and saw a poor giveaway lead to Unai Lopez's shot from distance, which forced Penders to parry the ball to safety.
But Rayo's dominance was rewarded three minutes before the break by Alemao, who was the quickest to react to Florian Lejeune's saved volley before finishing first time from inside the six-yard box.
Guela Doue came close to equalising straight from the resulting kick-off after latching onto a ball over the top, but his tame shot was repelled by Batalla to conclude a frustrating half for Gary O'Neil's men.
Jorge de Frutos then fired a glorious opportunity wide early in the second half before Samir El Mourabet fired over, while Valentin Barco saw his shot brilliantly blocked by Pep Chavarría's sliding challenge at the other end.
But Strasbourg threatened a grandstand ending to the game after Oscar Valentin handled Doue's goal-bound effort, but Enciso saw his spot-kick saved by Batalla before the Rayo goalkeeper Ismael Doukoure on the rebound to send the visitors through.
¡¡¡FINAAAL EN ESTRASBURGO!!!
— Rayo Vallecano (@RayoVallecano) May 7, 2026
¡¡¡ESTAMOS EN LA FINAL!!!
¡Enhorabuena, rayistas. Nos vemos en Leipzig!#SigamosSoñando #UECL pic.twitter.com/k3HV0EQs5Z
Data Debrief: Rayo tee up European final with fellow debutants
The Red Bull Arena will play host to two sides in Rayo and Palace, who are both making their debuts in European finals, with the LaLiga side becoming the 13th Spanish finalist in the entire history of the major European competitions.
Spanish sides have also now ensured they have won each of their last four visits to French clubs in European competitions, as many wins as they had across their previous 18 such games (W3 D6 L9).
And though not on the scoresheet, Lopez was key to the victory. The Spaniard finished with team-high totals for chances created (three), passes in the final third (18) and total crosses (four) in what was a deserved win for Rayo.
Inigo Perez's side finished with an expected goals (xG) total of 1.73 from their 22 shots, eight of which were on target, compared to Strasbourg's tally of 1.6 from their 11 attempts, though much of that owed to Enciso's missed penalty (0.79 xG).