Goals from Presnel Kimpembe and Kylian Mbappe were enough to see off United on the night, with Paul Pogba picking up a second booking late in the match to add more misery to Solskjaer’s club heading into the second leg.
But the interim manager felt Kimpembe, who opened the scoring 53 minutes in, could easily have been sent off before ever finding the net.
When asked if the 23-year-old was lucky in not getting sent off, Solskjaer told reporters: “Yes, very.
“The way he throws [Marcus] Rashford down to the floor second half and we don’t even get a foul.
“Of course you react to those little things but there’s no point sitting up here andSolskjær talking about that now because that’s gone.”
Pogba’s sending off compounded the misfortune, with the interim boss claiming the French star was his side’s best player on the night.
“Disappointed we’re not going to have Paul [Pogba] next [match] because he was our best player.
“He had three players around him all the time and he was still out on top. So that’s a big blow because he’s been fantastic for us.”
Jesse Lingard and Anthony Martial are also injury worries following the match, with the former forced off the pitch in the first half and the latter substituted at the break.
A questionable showing from Alexis Sanchez, who came on for Lingard, will also leave Solskjaer with plenty of questions to answer as the club looks to respond to the loss to PSG in a positive manner.
But the 45-year-old sent a warning to his players that they should not feel sorry for themselves ahead of a crucial part of the club's schedule.
“Don't feel sorry for yourself,” he said. “This is something to learn from. It was a level up from what we're used to.
“They were experienced. They bought some fouls. That's just part of their learning as players because we’re young, many of our players are very young.
“First time Jesse [Lingard] and Marcus [Rashford] will play a proper Champions League game at Old Trafford. Learn from that. You can’t feel sorry for yourself. Move forward.