The midfielder swept home in the 91st minute to earn the Saddlers a 1-0 victory over relegation rivals Northampton on Saturday.
That strike means Dean Keates' side need just a point from their remaining two games to guarantee survival.
They will also stay up if either Oldham or Rochdale fail to win on the final day.
And Dobson admitted he was overjoyed to score the goal that put his team on the brink of safety.
"When the ball came to me I was just thinking shoot!" the 20-year-old said.
"I’m not known for scoring goals – that is something I need to improve on – but it’s come back to me and it was a lovely weighted pass.
"It was one of them where you are running onto it and you just have to hit it. And I couldn’t have caressed it any better.
"The feeling when it went in, I don’t know how to describe it. I didn’t know what to do.
"But feelings like that, that is why you play football. It was indescribable how brilliant a feeling it was.
"But that was then. This is now, we have enjoyed it but we know we need one more point.
"We are going to fight to get that point at Bradford tomorrow to make sure we don’t go to Fleetwood needing a result."
A huge 8,919 fans packed into the Banks's Stadium for the crucial clash against the Cobblers.
And Dobson feels Walsall wouldn't have got the victory without that fantastic support.
"The goal is what dreams are made of, I was ecstatic but I was ecstatic for the boys as well," the midfielder continued.
"We worked our socks off for 90 minutes. It wasn’t pretty at times and we were under the cosh for periods of the game.
"But the way everyone stuck together, it was fully deserved and I couldn’t be prouder of everyone connected with the football club.
"The fans were the best I have seen them. It was basically a sell-out and the way they got behind us, it gave us that extra three or four per cent that you sometimes need.
"They kept us going in the last 15 minutes when the game really opened up. It paid off and I can only thank them for their efforts."