Cheers and chants of "Football's coming home" were heard across the city centre as Gareth Southgate's men went through to the last four in style.
Thanks to an early goal by Harry Kane in the fourth minute, England were comfortable in keeping the momentum going and scored the other three goals in the second half.
Sheffield-born Harry Maguire scored his first goal in the tournament on the 46th minute, and Kane scored the third goal in the 50th minute.
Meanwhile, Jordan Henderson's first ever goal for England in the 63rd minute widened the gap even further.
Several men even took the celebration to another level by swimming and jumping onto the fountain in Barker’s Pool to the cheering crowd and onlookers.
England fan Andrew Pearce said the win against Ukraine was "expected", and the killer goal by Maguire made him proud to be a Sheffielder.
"He's made the city proud. We are Sheffield through and through," he said.
Another supporter, Luke Nichol said: "It was a great match. So happy that Maguire scored one, but going against Denmark would be tough.
"But I'm confident England will go to the final."
England will face Denmark in the Euro 2020 semi-finals after both teams won their quarter-finals.
Czech Republic lost to Denmark 1-2 in an earlier match in Baku.
The semi-final match will take place at Wembley, on Wednesday July 7, 8pm.