United won 3-2 on the night, with Matheus Cunha scoring the winner three minutes before fulltime.
Odegaard told Sky Sports afterwards: "It was not good enough from us and we need some time to analyse it. We should've done better but now is the time to stick together more, keep working, push each other more and bounce back.
"First half we were the better team, we scored a goal and had control but a lot of giveaways. We managed to get to 2-2 but then they scored straight away.
"It's never going to be easy in this league, we know that. I thought we were well prepared for the game, we started the game well and in the second we saw the momentum change a bit.
"The performance definitely should've been better from us and we have to take the lesson and keep working.
"Every game is a big challenge, this is part of football. We are still top of the league so we have to keep going and bounce back straight away, that's the only medicine."