Rooney scored twice for United in the game.
He told Sky Sports: “It was a disappointing start but after that we did well to get back into the game and we stepped it up in the second half.
“Overall I think we were the better team and deserved to win.”
“I thought it was only us who looked like scoring again (at 3-1) and I’m really disappointed to concede a second goal,” he confessed.
“It keeps Milan in the tie but 3-2 at the San Siro is a great result.”