France will take on Spain in Sunday’s final, with second-half goals from Karim Benzema, Mbappe and Theo Hernandez clinching the victory.
Belgium had opened up a two-goal lead after strikes from Yannick Carrasco and Romelu Lukaku in four minutes but Les Bleus hit back.
We were losing 2-0, things started badly,” Mbappe told reporters.
“We didnt give up. At half-time, we had a serious talk. We came back with real intentions.
“We played higher, we scored early. At the end, it was completely crazy. It is good, it gives confidence to the team, to the staff.
“Now, there is a final. We have to win. If you do all that and you dont win, it will be frustrating.”
Belgium boss Roberto Martinez rued his side fluffing their advantage, as the Red Devils still seek their maiden international piece of silverware during their golden generation of players.
“We are very disappointed that we could not hold onto the lead,” Martinez said post-game. “We didn’t have enough control in the second half. We let France get back into the game.
“When you play against someone like France, they punish all mistakes. We brought France into the game at a time when that shouldn’t happen again.
“This is a competition in which we had to show our experience and all our hard work of the past five years. The disappointment is huge because the hard work and all the efforts the team has put in has been thrown away.”