Goals from Antonio Valencia and Ashley Young ensured that the Red Devils came away from Ewood Park with a 2-0 victory.
"At half-time and at 60 minutes I thought, 'you never know'," the 23-year-old told the Daily Mail. "But United do always look like they will score. So I knew it was gonna come. But when they got it and went further clear of us, I actually wanted to cry and I haven't done that or felt like that in years.
"Football is full of emotions. You get angry and happy but I have never wanted to cry before.
"This time I did as that is how much it means. I have been grafting so hard this season, we have played unbelievable football and to see United come like this is horrendous. It kills me. I care so much about how I play and how we do in games. If things go badly in a game, I just can't sleep."
The Citizens are currently eight points adrift of their city rivals with six games remaining.