The Hatters will face local rivals Rochdale at Wembley next weekend after Liam Dickinson's decisive strike secured a 1-0 second leg victory and a 2-1 aggregate success over Wycombe Wanderers.
"I was very proud to play for this club and I was very proud to become the manager," said Gannon, who made almost 500 appearances during 10 years as a player at Edgeley Park.
"It's a club I love and I'll be very proud to lead the players out at Wembley.
"I'm delighted for them because they've worked so hard to get in this position. We've not seen so many happy people around the ground for years.
"It should be a great game between two sides who both play football."