Coach Ruben Amory said his side were the better side in Thursday's 4-3 Carabao Cup quarter-final defeat by Tottenham Hotspur, but said the hosts' superior performance could not finish.
United were 3-0 down shortly after the start of the game, but managed to pull back two goals within seven minutes, and even with Son Heung-min scoring the fourth, the hosts kept the pressure on.
Jonny Evans' late header threatened to force extra-time but Spurs held on to reach the semi-finals.
“At the beginning of the second half we were (broken) and it was a difficult moment for us for like 10 minutes. And we (came back) and I think we did well,” Amorim told Sky Sports.
“Looking at all the games, I think we are the best team,” he said. But they are more practical. It was a game we (lost), but the boys' fight was really important to me.
“All in all, it was a good match, but it didn't taste good. We didn't win and we need to focus on the next game.”
Amorim, who took over from Erik ten Hag in November, said 13th-placed United still have a long way to go before challenging for the Premier League title.
“As a team we are improving… our goal is to win the Premier League. How long will it take? I don't know, but that's our goal,” he added.
United host sixth-placed Bournemouth on Sunday.