The Hammers marked their last-ever match at the Boleyn Ground by coming from behind, after taking an early lead, to beat United in dramatic style.
An early opener from Diafra Sakhio had the East Londoners rocking before Anthony Martial threatened to put a dampener on the night with a second-half brace.
"What a game," he told HammersTV.
"It was a good end. We couldn't have imagined it better.
"It was typical. 1-0 up then 1-1, then 2-1 down and then the adrenaline. The fans were amazing.
"They pushed the players, they did fantastic.
"We couldn't imagine it better, beating a top club 3-2 with lots of adrenaline. Very good!"