Xabi was reasonably content with the result.
"I think it's not bad at all," the former Liverpool man said on Sky Sports 2.
"It could have been better because we had chances. (But) they had chances. So, looking forward to the second leg. It's quite open.
"We need to go for the win. We can't approach the second leg thinking about a draw. We want to go to Old Trafford to score goals."
Alonso agreed with his coach that the visitors' priority had been to defend.
"They were really careful," the Spain international said.
"They know whenever they are playing away they want to be really compact, really solid in defence. It was difficult for us to create chances."