Martial struck his first two United goals in exactly a year to trim the losing margin to a flattering three goals.
The 26-year-old has only made two substitute appearances this season due to hamstring and Achilles injuries and was grateful to return to the side ahead of away games against Omonia Nicosia and Everton this week.
"For sure, I would have preferred not to score and win this game but it's always good to come back on the grass and score," Martial told Canal+.
"We are really frustrated. That's not what we wanted to do but this result is the one and we are going to give everything to come back for the next game.
"We started the game really badly and then they were really efficient with the chances they had. It's really complicated but it's like that and we are going to do everything to be ready for the next match."