United midfielder Christian Eriksen's opener was canceled out by Youssef En-Nesyri on Thursday night.
Ten Hag later said, "Two tough away games. Of course when you are taking the lead, it shouldn’t happen, we had chances to make a second goal. Disappointed not to win. At Old Trafford we have to win games."
Asked if that was Manuel Ugarte's best performance for United, he said: "Yes, I think so. He has to come into the team. The six role is very important. He has to learn how we play. I was happy with his performance today.
"Away from Europe to start with four attackers is too much. I made him (Noussair Mazraoui) a full-back. He was always a number 10. I knew he could fill in with that role, He had a big role in the goal. You can always move him back. Antony is training very good. Amad had some good actions."
On the result, he added: "Fenerbahce are a very good club, with very good fans and some good players. It would be a very good final. We should keep the ball better in the first half. We should score more goals but to be honest they also created good chances. They gave us some problems. They are a good team with a good manager. It is not a bad point. But we want to win. We want to win every game."