Though the Reds triumphed 1-0, it is City who progress to the final on 1 March against Aston Villa, with a 3-2 aggregate win.
City missed several chances and saw two goals correctly chalked off for offside, but the Reds scored the only goal of the game with one of their two shots on target.
“I can’t really comprehend how we lost this game,” said De Bruyne.
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“For me Manchester United didn’t have one chance today. In the end, good we go through.”
It was City first loss in the competition since Jose Mourinho’s United won 1-0 at Old Trafford in 2016.
The Belgian playmaker believes City weren’t firing on all cylinders against the Reds, with some of the passing not as precise as normal.
“I think we got sloppy,” said De Bruyne, who skippered the side.
“For their goal, we did not clear the lines well and out of nothing they scored.
“You can tell me if they had a chance again because I don’t recall it.
“We fought when we had to and will learn from the mistakes.
“If we win the final no-one will talk about this game.
“The final is a nice day and we will fight to win the cup. If we do it will be nice.”
