United made a significant stride towards the semi finals, with Ronaldo and Wayne Rooney scoring two potentially crucial away goals.
"We know the Champions League is different to the Premier League. This is a great competition and of course we want to win it this season."
Ronaldo, who opened the scoring at the Stadio Olimpico with a powerful header five minutes before half time, says it was a pleasing performance from the defence right through to the front players.
"It was a very good performance," he told ITV. "It was a tough game, Roma played very well but I think we deserved to win.
"I feel happy to have scored the goal to help the team. We've got the second leg at home in a week and we will play to win for our supporters as we did here.
"The defence was terrific. The shape, the way they squeezed Roma. It was a fantastic performance, they did a really good job."