United were bundled out on penalties with the scores ending after extra-time 1-1.
Amorim said, "We managed to score in the second half after that goal near half-time. It's harder for us to go and press a little bit high but we managed to do it and score. I think we have the best chances in the game. In the end, the penalties can go both ways and today wasn't our way.
"It is important to say that with the substitutions we had our chance to win the game.
"I think we are better in the first ball than the second ball. I think it is also sometimes the quality of the players. Bruno (Fernandes), Casemiro, and Josh (Zirkzee) are improving a lot.
On the penalty shootout, he said: "I try to relax the players and they know that it is something that is technical but you have to be relaxed and confident.
"The goal is to win the Premier League. I know that we are losing games but the goal is to win the Premier League again. I don't know how long it will take. We have a goal and we continue forward no matter what. It's impossible to know but you start understanding the players are better and we understand the league. We'll see in the future.
"It's really important but we have to recover the players. They were really tired and we have three days and then here at Old Trafford against Arsenal."