"We don't want to be doing that (conceding early again) and against the best teams it will be difficult to get those goals to win games," he said.
"It happened against Braga [in the Champions League in midweek] and we did well to get back into the game and win it, but you can't afford to be going one or two goals down against Chelsea away – although we did last season.
"We went 3-0 down before we drew. But we can't do that again."
United have won three and lost one of their four away games in the Premier League this season.