"We know that we can turn things around".
Selling and replacing the Englishman must be a priority this summer for United manager Ole Gunner Solskjaer, who outlined his transfer plans in his post-match press conference.
He said: "We did well to get here and you could see the difference between the two teams".
"We have to aspire to get to that level of Barcelona, we can get there but we have loads of work to do".More news: Bernie Sanders reveals earnings putting pressure on Trump to produce tax documents
Messi's brilliance came as no surprise to Sanchez, who played alongside him at Barca before joining Arsenal.
"We need to get the best out of each other, create an environment of world-class attitude every single day. But the memory of what we did in Paris will live with the players because it's not long ago".
Solskjaer believes Barcelona are the favourites to win the Champions League and was effusive in his praise of Messi. United were brilliant for eight minutes and could have been ahead within 30 seconds as Rashford raced onto a curving Paul Pogba pass and toed away a shot, which Marc-Andre ter Stegen bravely left to graze his own crossbar.
After an excellent start, United were undone twice in four minutes by Messi, who first nicked the ball off the careless Ashley Young and then watched as a weak shot from distance squirmed underneath David de Gea.More news: 'First' 3D print of heart with human tissue, vessels unveiled
The entertaining factor was replaced by plenty of tension and poor play, and apart from a magical first 15 minutes from Barcelona which earned them the only goal of the game, it was not a night to remember in England.
"Of course it's a fantastic memory for me", said Solskjaer.
"If we had got the first goal then it might have been different but when they score two goals in four minutes it's just game over".
"Messi is an exceptional talent, him and Cristiano (Ronaldo) have been the best players in the world in the last decade".More news: Samsung set to launch first 5G smartphone
4 - Of the 70 previous occasions a side has won a Champions League knockout tie first leg away from home, just four have been eliminated (six per cent). With his goals, he has now scored 24 times in 32 matches against English clubs.