Amorim insists United have bigger things to focus on, despite the competition being their last chance of a trophy this season.
"Of course we lost last week in the cup, so people are looking at this Europa League as the unique competition that we can win," Amorim told Sky Sports. "Also, the connection with winning the Europa League with Champions League (qualification following).
"But, to tell you the truth, I think we have bigger things to think (about).
"I know it's strange to say that but it's something that we are trying to build here, that is going to be more important than winning a cup in this moment.
"I know the responsibility that we have to fight for every trophy, but in this moment we are trying to build something that is going to last more than any trophy this season."