Ole Gunnar Solskjaer urged Manchester United to become more ruthless, admitting they have been better in penalty shoot-outs than in proper games.
The Red Devils needed spot-kicks to overcome League One outfit Rochdale after a disappointing 1-1 draw in their Carabao Cup clash at Old Trafford on Wednesday.
Juan Mata, Andreas Pereira, Fred, Mason Greenwood and Daniel James all converted penalties in a 5-3 shootout win.
Solskjaer called on his team, who also beat AC Milan on penalties at the International Champions Cup in pre-season, to be more aggressive in building on a lead.
"We go 1-0 up in many games and again we go 1-0 up and you think 'go on then'," the United manager said.
"It's the key now and it's a learning curve for these boys. We need to go for the second.
"At this club you don't just sit back and hope that's enough. If you settle for good enough that's not what we want.
"We handled it really well. I'm very pleased with the confidence. You know we're better in penalty shoot-outs than in proper games."
Greenwood had given United a 68th-minute lead with his second goal in as many games, but Solskjaer's men were forced to penalties after 16-year-old Luke Matheson's strike.
Solskjaer praised Greenwood, with the 17-year-old's performance one of the few positives for United.
"He's got two great feet. It must be a nightmare for defenders with him one-on-one in the box. He can go both ways which for me is fantastic," he said.
"You can just see that he's got quality. He will get his share of games. He's young and we have to allow him to grow."
The Red Devils are currently sitting eighth on the Premier League table, 10 points behind leaders Liverpool and three adrift of the top four.
After starting the league campaign with a stunning 4-0 win against Chelsea, United have only won once since in a tight 1-0 victory over Leicester City.
United host Arsenal in the league on Monday, while they have been drawn to face Chelsea away in the Carabao Cup round of 16 next month.