Ajax, winners of the UEFA Cup in 1992, held a 4-1 lead from the first leg in Amsterdam, and Dolberg's sixth Europa League goal of the campaign - a subtle dink over Anthony Lopes - furthered their advantage 27 minutes into a thrilling contest.
Lacazette played just 15 minutes of the thrashing at the Johan Cruyff ArenA after Bertrand Traore's double and further strikes from Kasper Dolberg and Amin Younes had Ajax looking at a place in the Stockholm final.
Except in the last ten minutes, when they were down to ten men and Lyon needed only one goal for the extra time, Ajax had no more reason left to act out their passive role. Lyon had 28 shots on the day, eight on frame, with almost 60 percent possession, but Ajax goalkeeper Andre Onana came up with some big saves to move on to the May 24 final, where it will enter as the underdog against Manchester United. "I'm glad it became United" Bosz said.
In the Europa League, Ajax topped their group without losing a game, then beat Legia Warsaw, Copenhagen, Schalke and Lyon.
Ajax, who reached the final with a 5-4 aggregate win, have also been charged over "acts of damage" during Thursday's match.
They will be without Nick Viergever for the final after the defender was sent off for two bookable offences.
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Lyon's players collapsed to the ground at the final whistle, some with their head in their hands.
Ajax smashed the French side in the first leg with quite a goal margin but anything can happen in football and with the two teams having their certain dynamics, anything is possible.
"There was nothing going on until the last minute of the first half, when everything went wrong".
UEFA charged the Ligue 1 club with the setting off of fireworks, throwing objects, invading the pitch and blocking stairways as Lyon missed out on the final. And Ajax coach Peter Bosz will be taking nothing for granted on the trip to France with memories of his side's quarter-final clash with Schalke still fresh in mind.
"It could have been different if I'd been fit to start the first leg".
"The first thing is to believe in ourselves, because we are at home and with the supporters behind us, we are able to score many goals here".