The Red Devils missed a number of chances throughout their eventual 2-1 victory over Anderlecht at Old Trafford which came about via a composed finish by Rashford in extra-time.
"All you can do is keep trying to create chances, that's what we kept doing and we pinned them back," Rashford told BT Sport.
"We had a lot of chances and could have scored but sometimes games go like that. We got one in the end."
On his earlier misses, Rashford added: "You just have to keep going and hope you get another chance.
"We kept going all the way to the end.
"We've done it the hard way but none of that matters now."