The Sheffield-born defender scored in Saturday’s 4-0 quarter-final win over Ukraine in Rome that set up a last-four clash with Denmark at Wembley.
Harry Kane scored twice with Jordan Henderson netting his first goal for his country to wrap up the victory.
Maguire was part of that squad which reached the World Cup semi-finals in Russia, where England were knocked our after extra time by Croatia – and is striving to go further this time.
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He said: “It’s a great feeling, back-to-back semi-finals at major tournaments is a great achievement. I don’t want to be a party pooper but we don’t stop here. We want to go further than we did at the World Cup.
“The way we have won it shows the big progress we are making. Long may the improvement continue. We have another big one coming up.
“We have great belief in the dressing room. The first half was tough, we got the early goal and they caused us a few problems with their shape but the second goal settled us down a lot.
“From there we controlled the game really well. It was an impressive performance in the end.
“It’s hard to soak it all in when you have another big one coming up. The dressing room will be a great atmosphere but then tomorrow morning we will wake up and be focused again.
“This group of players are not settling for a semi final. We want to go further, we have to rest and recover.”
Maguire added to Kane’s early opener when he headed in Luke Shaw’s free-kick soon after the break to set England on their way to a first European Championships semi-final in 25 years.
The Manchester United captain also scored in England’s World Cup quarter-final win against Sweden in 2018.
“It’s nice to chip in with a goal but more importantly the victory,” he said.
“We spoke about the need to be better at attacking set plays. It was a great ball from Luke and it was always ending up in the back of the net.”