Chiesa scored his second goal of the tournament when he gave his country the lead in their semi-final with Spain, which they won 4-2 on penalties at Wembley on Tuesday after Alvaro Morata levelled in the second half.
The Azzurri have been one of the standout sides in the tournament ever since their opening win against Turkey and they found a different way to win against Spain, having been outplayed for most of the 120 minutes.
England or Denmark await Roberto Mancini's men back at Wembley on Sunday, but Chiesa says Italy will focus on their own preparations.
"We need to simply think about ourselves just as we have done so far this tournament, that is what has got us this far," he said.
"We need to think about what we need to do there out on the pitch and only after Wednesday will we think about what is next.
"Denmark really play with a lot of intensity and throughout this tournament they have really proved what a top side they are and they have some quality players.
"England have really shown that their individual players can be matchwinners, they have got some top players in the final third and all across the pitch. We will enjoy the second semi-final and see who we are up against."
Chiesa doubled his tournament tally when he curled into the far corner after a quick break as Spain were pressing for an opener on the hour mark.
When he grabbed his first goal against Austria in the last 16 - also at Wembley - he followed in his father Enrico's footsteps by scoring at the European Championship after Chiesa Snr netted at Euro 96.
And the Juventus striker says the semi-final win was the best night of his career.
"Without a doubt. Playing for my country in matches like these representing 60 million Italians out there is an unbelievable dream and I never would have imagined it," he added.
"I am very proud to have scored a goal again like my dad did."