Ademola Lookman put the Italians ahead on the half-hour mark when his shot from the edge of the box took a deflection and sailed into the bottom-right corner.
Matteo Ruggeri made it 2-0 seven minutes after half-time after a nice one-two with Lookman gave the Italian space in the box to shoot into the top corner.
El Bilal Toure added a third in injury time when he forced a turnover, drove forward and neatly finished beyond the oncoming keeper into the far post.
Fans in Bergamo took to the streets in celebration.
Atalanta fans in delirium after their side reached the UEFA Europa League final. (Photo: AAP)
The final will be in Dublin on May 22 against Bayer Leverkusen, who beat Roma 4-2 on aggregate.