Australia eked past North Korea in their quarter-final and beat China by the same narrow 2-1 margin in the semi, both in Perth.
"I think at times we had control and then obviously after we scored the second goal they just threw everything at us and it just became about how we can defend," Catley said.
"Sometimes having that change is good in a tournament, knowing you can defend well and stop shots and stop chances.
"It was a bit stressful towards the end but I think the way that we stuck together and got through that game, and also the game before that in the quarter-final, says a lot about us as a team."
The Matildas have since returned to Sydney ahead of Saturday night's final against a dominant Japanese side that has scored 28 goals in the tournament and conceded just one.
Whilst Catley admires the 'beautiful' football Japan have produced, Australia's vice-captain believes the difficult path Australia embarked on to make the final is great preparation for such a strong opponent.
"They look very, very strong," Catley said. "They've had a great tournament and seemingly cruised through most of the time.
"But the way that they play football is beautiful to watch. They're very technical and just a great team, but it's definitely not mission impossible.
"We've beaten Japan before. We have our own strengths I'm sure that they'll be looking at and they'll be worried about."
Australia have never beaten Japan in an Asian Cup final, losing 1-0 on both occasions in 2014 and 2018.
"In the past we've been right in the game and there's been a moment of lapse of concentration or a moment of brilliance," Catley said
"So we just really have to be 100 per cent defensively, we have to be a unit, we have to be together for 90 minutes or longer.
"On the day of the final anything can happen and it's about who wants it more."
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