And the home fans were forced to endured a nervy final few minutes when Bailly was dismissed for pushing the Celta man in the face.
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Jose Mourinho blamed both Eric Bailly and Celta Vigo's Facundo Roncaglia for their red cards
The both saw red and Mourinho believes neither kept themselves composed in an intense encounter.
"I didn't see the red card incident but Eric Bailly was phenomenal," Mourinho told BT Sport.
"The game was emotional for everyone. Some kept control better than others.
Facundo Roncaglia is not new in these situations
Jose Mourinho
"Facundo Roncaglia is not new in these situations, Bailly was probably naive.
"We now lose a very important player for the final, and we don't have many."
United will be without Bailly for the final against Ajax in Stockholm on May 24.
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