Ole Gunnar Solskjaer urged Manchester United to become more ruthless, admitting it was "better in penalty shoot-outs than in proper games".
United needed spot-kicks to overcome League One outfit Rochdale after a disappointing 1-1 draw in their EFL Cup clash at Old Trafford on Wednesday.
Juan Mata, Andreas Pereira, Fred, Mason Greenwood and Daniel James converted penalties in a 5-3 shoot-out win.
Solskjaer called on his team, which also beat AC Milan on penalties at the International Champions Cup in pre-season, to be more aggressive.
"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."
- Solskjaer pleads for patience with Greenwood -
Ole Gunnar Solskjaer called for patience with Manchester United's latest hero Mason Greenwood after he helped them get past Rochdale in the EFL Cup.
Greenwood opened the scoring at Old Trafford on Wednesday, the 17-year-old having previously hit his first senior goal to down Astana in the Europa League last week.
With Marcus Rashford and Anthony Martial both sidelined, Greenwood could be handed a start when United hosts Arsenal in the Premier League on Monday.
Solskjaer, though, does not want the hype around Greenwood to grow too quickly, despite the excitement around the talented teenager.
"We always want some quality in the last third and we lacked that at times," Solskjaer said. "They defended well but we should have scored quite a few goals. We should have taken our chances, but we've got Mason.
"It's a good finish, he's right footed, left footed, takes the penalty with his right and scores with his left, so he's a confident finisher.
"You've got to remember he's 18 next week so give him time, he'll be a very good player."
Solskjaer's team faces a trip to Chelsea next in the competition, with the fourth-round clash set for October. "We're through so we're happy with that," he added. "That's the first plus, then the fans are a plus, and then the penalties, the players enjoyed taking them."