Barely four months ago Socceroos captain and goalkeeper Mat Ryan was without a home after ending a tumultuous stint with FC Copenhagen.

On Thursday night he was toasting success with AZ Alkmaar, after steering the Dutch club into the semi-finals of the Europa Conference League.

Ryan emerged the hero in front of home fans at the AFAS Stadium, saving twice in a shootout to deny Anderlecht 4-1 on penalties.

The quarter-final matchup ended 2-2 on aggregate after regulation and extra time, with Alkmaar forced to come from behind after losing the away leg in Belgium 2-0.

"It's incredible when things go to plan," Ryan said.

"The stage that it was tonight it was critical, quarter-final of a big European league, so it was nice we could all contribute.

"A lot of people wrote us off after the first game, but the team showed a lot of character."

About being one of the heroes of the night, Ryan said he was confident Alkmaar could get a positive result.

"I know in my experiences in life in football anything is possible. If you don't believe, you fall at the first hurdle. Belief is important and then you have to go and implement the game plan and do the job.

"We have a great team, great togetherness, and together with the fans it will be a night we'll probably remember for a very long time. I know I will."

Ryan's penalty heroics provided the perfect 'thank you' after the top-flight Dutch club resurrected his club career following a turbulent six-month stay at FC Copenhagen where he clashed with fellow stopper Kamil Grabara.

The Socceroos No.1 had previously had stints with Brighton and Arsenal in the Premier League, and Real Sociedad in Spain.

"It's a really good club with a lot of ambition and it's really exciting," Ryan told AZ's website when signing in January.

"It's a new chapter, the excitement of not knowing what's about to unfold.

"You dream of achieving the highest of the heights and here at AZ ... there's a lot to play for.

"I'm confident that I can come here and contribute to the team and the goals that we have."

That, he certainly has.

Alkmaar will be hoping for another stellar effort from Ryan when they push on to meet Premier League club West Ham in the first leg of their semi-final at London Stadium on May 12.

Italian club Fiorentina meet Switzerland's FC Basel in the other semi-final.

Ryan has been the mainstay between the posts for Socceroos coach Graham Arnold, who would have watched the gloveman's latest performance with great interest.

Arnold gambled big in last year's cut-throat World Cup qualifier against Peru in Qatar when he substituted his captain and keeper in the shootout, replacing him with Andrew Redmayne, who stopped the crucial kick from Alex Valera to send Australia to the finals.