Marcus Rashford scored a late winner to kick off United's Champions League campaign in the best possible way.
And De Gea says it was just the performance United needed ahead of Saturday's meeting with Chelsea.
"It's massive," De Gea told MUTV after the game. "You play away the first game against PSG and you know they're a difficult, top team. To get the three points today for us is massive.
"It gives us confidence to keep going and now we have another big game on Saturday. We need to keep going and winning games.
"We had good memories of this stadium from the last time we played here. It was amazing but today we showed again we are Manchester United. We can beat big teams like PSG, playing well and creating good chances.
"I'm really proud and really happy for all the players, for the team and for the club, for everyone. That's why we are Manchester United."