The England U20 goalkeeper was handed a debut a minute before the end of extra-time as Alphonse Areola was forced off injured.
It meant with the scores locked at 2-2 at full-time, Herrick took part in the penalty shootout. The Hammers lost the tie 4-2 on penalties, but not before Herrick saved Leeds' first struck by Joel Piroe.
The youngster told whufc.com afterwards: “Mixed emotions overall. I mean, I made my debut, I’m buzzing. I’ve been at the Club for years, but I wish I could have helped out a little bit more for the team because the semi-final at Wembley would have been a dream for a lot of players here.
“I’ll be critically harsh on myself and say that maybe one of them (Leeds penalties) I should have maybe done slightly better with, but saving the first one, it was euphoric. It was unbelievable.
“It’s a positive for me, but I’m trying to think about the team as well. We’ve obviously got a lot of tough games ahead and a big opportunity, so the focus just moves on now. I know it’s a very tough one to take, but we’ve got a game on Friday and it’s almost on to the next because that’s just how it is.
“Every game coming up is more important than the last. Every game is now a cup final. That’s just how we have to treat it. It’s three points or nothing. All we have to get is three points.”