The Red Devils suffered their second successive loss on Thursday, falling 4-2 to fierce rivals Liverpool at Old Trafford.
Speaking to Sky Sports, Solskjaer said: "They deserved the win. We conceded goals in key moments of the game. We didn't build on the momentum or break up their momentum. We gave them at least two goals really. Then we scored again, had a massive chance... Key moments went against us.
"Their shape and their pressing is very aggressive. We created our own downfall. The second goal you probably expect no foul there then it's a bad moment to concede just before half time. The third goal we gave them and that's really poor.
"The attitude was right and the focus was fine, we were ready for it. We didn't build on the good times. We should have gone more for it at the start of the game. Sometimes we let them off the hook and let them play out."
Asked how quickly United must recapture their form before the Europa League final on May 26, Solskjaer said: "Tuesday. We need to find ourselves straight away. We need to build that momentum and confidence. We should go into that final ready."