European football's governing body asked the Scot to explain his actions as he refused to appear in his press conference after his side's controversial loss.
Gullit told The Mirror: "The fact that UEFA are questioning Sir Alex's behaviour is a typical case of throwing your weight about and eagerness to follow the rule book.
"Of course, a manager has the obligation to appear at a press conference after a Champions League game. But Sir Alex declined because he was far too emotional to give a clear and proper analysis.
"If someone with the stature of Sir Alex, with all his experience, decides it is better not to speak, then that must be respected."
United face Chelsea later today in the quarter-finals of the FA Cup.