France edged the last-16 tie 1-0 in a match that was littered with stoppages and physical battles, with Paraguay employing a rugged approach throughout.
Speaking to beIN Sports, Mbappe addressed the Paraguayans' approach and insisted France were ready for a fight.
"I think we knew what type of match we were going to have," said Mbappe. "It's a very good match that we had. We showed that we're not only a team that can play attacking football.
"If we have to get our hands dirty, we'll get our hands dirty. We don't have a problem with that.
"They thought we were going to come and play in a tuxedo and produce nice moves and one-twos. We also know how to play dirty football. We won and even in that, we were better than them."
The Real Madrid forward said he was not surprised by Paraguay's tactics.
"It's their football. It's their way of playing. There aren't good or bad ways of playing. There's only one way, which is to win," said Mbappe. "They tried to get us but we got them like that. We move on to another stage. We need to recover and focus on Morocco.
"Hakimi? I think he's already messaged me. We're going to focus and we're going to play. We're happy to play against them. It's a very good team."
France coach Didier Deschamps, speaking to M6, admitted he had feared for the safety of his captain during the physical encounter.
"It wasn't simple. They play with every trick possible," said Deschamps. "It's not the kind of football that will bring people to the stadium. But they defended well. It's always complicated with these South American teams, there's the density, the heat works against the intensity.
"I'm very happy for the group. They know how to do it, it's us who get punished, we picked up two yellow cards while they weren't sanctioned for fouls. I asked the two biggest lads to surround Kylian at the end, because they were going to cut him to pieces. I didn't want to lose players."
Forward Desire Doue, who won the decisive penalty, also spoke to M6 about the intensity of the contest.
"It was a match with a lot of intensity, a lot of duels. You had to be ready," said Doue. "This team puts a lot of aggression into every contact. You had to stay calm. Sometimes we got carried away but we managed to stay effective and the most important thing is qualification."
Doue refused to dwell on Paraguay's approach, insisting France's focus was on the result.
"In football, there won't be any punches or kicks to the head. You have to play, the ball is at your feet," said Doue. "If they want to provoke, that's their problem. They have quality too, but the most important thing is that we've qualified."
France will now turn their attention to a mouth-watering clash with Morocco, a fixture given extra spice by the friendship between Mbappe and Achraf Hakimi.