The Russian side took the lead in the Champions League clash at Old Trafford when Dzagoev fortuitously deflected Vitinho's shot into the net, with the goal allowed to stand despite United appealing for offside.
Dzagoev was standing between the last United defender on the pitch and goalkeeper Sergio Romero when he scored but, according to FIFA rules, he had been played onside by Daley Blind, who had slid out of play when trying to intercept a cross.
Regulations state that "any defending player leaving the field of play for any reason without the referee's permission shall be considered to be on his own goal line or touch line for the purposes of offside until the next stoppage in play".
Goals from Romelu Lukaku and Marcus Rashford saw United come back to win 2-1 and seal top spot in Group A, but Mata is nonetheless wary of a repeat of such an incident in more important matches.
"It is a new rule," he told BT Sport. "We asked the referee because we saw that Daley was outside and we have to be careful with that because from now on it counts."
United were always likely to finish top of the group even if CSKA had won the match, such was their strong advantage in the head-to-head reckoning, but Mata was pleased they came back to win ahead of Sunday's Premier League clash with Manchester City.
"We needed to win," he said. "We knew we were already qualified, we needed just a point, but we always want to win, especially at Old Trafford.
"We had a few good chances in the second half and scored twice so we are happy. We can go into the weekend game in the best conditions.
"It is important to win for your confidence level. Sunday is a big game; we know how important it is."
Rashford's winner came 66 seconds after Lukaku had equalised in the 64th minute, and the result ensured United have now matched a club-record run of 40 home games without defeat in all competitions.
The England striker is proud of that run but was happier that the players came through unscathed before City's visit.
"It's always a good feeling to get on the scoresheet but the most important thing was to get the win and qualify with no injuries ahead of the game at the weekend," he said.
"I think [the record] is something to be proud of and it puts us in good stead for the rest of the tournament going into the knockout stages.
"We have a good squad and this is when the squad come into play. We have to use every player."