The England international admits losing captain Nemanja Vidic and Darren Fletcher is a massive blow to the Red Devils, but can't wait for FA Cup clash with rivals Manchester City
United will enter the knockout stages of Europe's secondary competition following their 2-1 defeat to Basel, with the draw for the round of 32 made on Friday.
However the 26-year-old is hopeful of a strong run in the tournament, with both himself and Sir Alex Ferguson yet to win the trophy.
Asked if he wanted to win the Europa League, Rooney told the club’s official website: "Definitely. It's a shame we're out of the Champions League. That's what we all want to play in.
"Unfortunately we went out and now we turn our attention to the Premier League and Europa League. I don't think the manager's won the Europa League, so I'm sure he'll want to win it.
"Every competition we enter we want to win. There are some good teams but we have to believe, keep working and hopefully we can go on and win it."
The England striker also admitted that the loss of captain Nemanja Vidic for the rest of the season through injury, coupled with the news that Darren Fletcher is taking an extended absence from football, had come as a major blow to the Red Devils.
Rooney said: "The two of them are both important players for us. With Nemanja being our captain it's a shame we've lost him for the season as he's a great defender. But the younger lads have been great.
"It's a shame for Darren, too - he's a great player and a great person. Hopefully he gets well soon and comes back strongly for us."
The former Everton man is also keen to remedy the 6-1 defeat to Manchester City in next month's FA Cup third round match against Roberto Mancini's men, but believes both sides would have preferred to have met later in the competition.
"Both teams would probably rather have met each other later on but it's a great team to play in and if you win it then you know you've knocked one of your main competitors out."
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