The Red Devils came from two goals down to defeat Aston Villa 3-2 in the Premier League, with the Mexican scoring all three of their goals at Villa Park.
"Sometimes you can score late as well and get the three points and that's part of the game, but thankfully we recovered quickly after they got the second one," he told MUTV.
"In the history of Manchester United, we never want to give up until the end. The game is for 90 minutes and you need to play until the last minute.
"We need to improve because we're conceding a lot of goals but thankfully we got the three points. I have a lot of best moments with this club and this is one of them."
United are currently at the top of the Premier League table with 27 points from 11 matches.