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The Italians will take on Bayer Leverkusen, who overcame AS Roma, in their first European final in Dublin on May 22.
Sevilla, the undisputed kings of the Europa League, have now won all seven of the finals they have played in the competition, and are well-versed in the drama of the occasion, having seen their opponents score first in the last four finals
Dybala will become Roma's fourth signing of the transfer window after the arrivals of midfielder Nemanja Matic, goalkeeper Mile Svilar and defender Zeki Celik.
With this win, Jose Mourinho became the first manager to win a European trophy with four different clubs.
Roma confirmed the 40 million euro ($47.08 million) deal for the 23-year-old, who joins Jose Mourinho's team in search of game time.
Villarreal face Arsenal in the other semi after the Gunners thrashed Slavia Prague 4-0 away to complete a 5-1 aggregate victory.
Five-time winners Sevilla made light work of AS Roma when first half goals from Sergio Reguilon and Youssef En-Nesyri gave them a 2-0 win.
Roma said in statement that formal contracts with the Houston, Texas-based Friedkin Group were signed on Wednesday for a transaction valued at 591 million euros.
In June American billionaire Rocco Commisso bought Serie A club ACF Fiorentina from Italy's Della Valle family for a reported sum of about 160 million euros.
On a good night for English clubs, Wolverhampton Wanderers thrashed Besiktas 4-0 in Group K, while Arsenal came from two goals down to draw 2-2 away to Standard Liege and finish first in their pool ahead of Eintracht Frankfurt.