The game was the sixth time this season that the Red Devils have gone behind in a match and Rooney is adamant that the club needs to kick that habit.
"It does bother us having to come from behind because we are losing those early goals," said Rooney.
"It is not nice and it is something that we have to stop because we cannot afford to keep letting teams get a head start on us especially in the Champions League because it is difficult to win the game anyway.
"We have to make sure we are more solid and hopefully we can be in future games."
United travel to Newcastle United in the Premier League on Sunday.