The World No. 17 Ghosal played out of his skin to stretch the unseeded Finn in a tough pre-quarterfinal that the Indian won 3-2 under considerable pressure.
"For me it's a massive achievement. It's the first time I've made it to the quarter-finals of the World Championship and it's huge to be in there in the last eight with the world's best players," a delighted Ghosal said.
The 27-year-old Kolkata-born was down 0-2 against his lesser-known opponent but the Leeds-based player showed his class when it mattered the most and upped the ante in the second half of the match to close out the issue 5-11 8-11 11-8 11-4 11-2.
"Henrik played unbelievable squash in the first two games," said Ghosal.
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"Actually he was match ball down in his first round match and came back to win it - that shows how strong he is mentally.
The eventual scoreline hardly did justice to the incredible performance from the Indian in the first two games. Ghosal matched his opponent stroke for stroke in the third game with the players feeling each other out.
"The World Championship is a massive competition and a very prestigious title. It's a title every squash player dreams of winning and I'm delighted to go one step closer towards that dream," Ghosal said.