The champions are currently seventh in the Premier League, and the former captain has dismissed suggestions that United would be better off avoiding qualification to Europe's secondary competition next season.
He told United Review: "In my opinion, people are completely wrong to dismiss the Europa League. When you have been used to playing in Europe every year for such a long time, you get into that habit and always want to be competing in it, in any format.
"The club has been used to European football in most seasons, ever since the Sir Matt Busby days, and, certainly over the last 26 years of Sir Alex Ferguson's reign, the fans have been accustomed to having European nights.
"Maybe the Europa League is not as prestigious as the Champions League but it still has some of the best teams in Europe who have just missed out in their domestic leagues. As a former player, I think it would be a great achievement to win the Europa League."
United are currently 18 points behind league leaders Chelsea and have lost 10 games this term - their most ever defeats in a Premier League campaign.