The Red Devils will head back to Old Trafford looking to build on a 1-0 advantage handed to them by Marcus Rashford’s spectacular free-kick.
Jose Mourinho’s side could have left Spain with more to show for their efforts, but once again they were left to rue their inability to kill games off.
Fellaini, though, is happy to be in control of the tie, with United’s fate in their own hands as they chase down another major final appearance.
“I think 1-0 is a good result, it is not easy to win here,” the Belgian midfielder told MUTV.
“Now we have a second game and we have to be ready because it will be a big game for us. It will be tough, we know that.
“They are a good team, they can play, they have good players. Also, we play at Old Trafford, in front of 75,000 people, so we have to give everything on Thursday.
“I think we were in control. We knew what we had to do. We played well, we created some chances in the first half, second half as well. I think we deserved the goal.”
Daley Blind also believes that a 1-0 victory was a solid result for United away from home, although the Dutch defender acknowledges that there is still plenty of work to be done before planning a potential meeting with his former side Ajax – who hold a 4-1 lead over Lyon in the other semi-final.
He added on MUTV: “Of course, we are always confident. We have to believe in our own capabilities but still, in a semi-final, anything can happen, so we have to be at our best in the next game. It’s a good result away and we're in a good position.
“We had good chances in the first half that we didn’t finish.
“Second half, we got the goal. You can do it both ways, you can risk to score more but maybe give chances away or be happy with the 1-0 and I think we were happy with the 1-0.
“Of course, if there is a chance you are going to take it but you also keep in mind there is a second game and 1-0 away is a good result. A clean sheet is always nice for the defence and I think we did well.”
Before welcoming Celta to Old Trafford, United have a crunch Premier League encounter with Arsenal to take in on Sunday, with both sides chasing down a top-four finish.