Backed as heavy favourites prior to kick-off, United went down on penalties against Unai Emery's side.
When asked the one match he could replay since joining United, Fernandes said: "Probably the final of the Europa League – that was the most difficult until now, because I felt the better team lost.
"Obviously congratulations to Villarreal. They played a really good game and the team that won is always the best one, you can say.
"But no, obviously, that was the one I would like to repeat. I'm sure if we played that one again, we would win."
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