The Red Devils came from behind to beat the Spanish La Liga side thanks to Cristiano Ronaldo’s last-gasp winner.
It was a repeat of last season’s Europa League final at Old Trafford and Solskjaer’s men were kept at bay in the first 45 minutes .
The visitors took the lead eight minutes into the second half through Paco Alcacer and could have doubled their lead later on if not for their own profligacy.
Manchester United drew level courtesy of Alex Telles on 60 minutes and the game was heading for a stalemate before Ronaldo won it for the hosts.
“It is always difficult to play against Spanish teams,” Solskjaer said after the game.
“They are good on the ball and we know that coach is here in England already. They played good football and were organised in defence.
“But I think we do a good job. Sometimes we have to be patient and not press all the time. The main thing was the three points.
"I always had the feeling we could win the game. And when they scored I felt we could come again and turn it around.
“After the goal of Alex [Telles] the push from the fans was unbelievable. Some amazing saves from David [De Gea] to keep the score at 1-1. Then at the end... strikers have that feeling to score and Cristiano helps us again.
"We finished with two strikers and we know any ball in the box they will be alive to it. We know they can score at any moment and that is why we continue with crosses. We are happy with three points."