Jesse Lingard forced a fine one-handed save from Sergio Rico and Rashford fizzed across the face of goal when United unleashed their first threats, but Correa got away an attempt that bobbled wide as tension began to rise.
The problem now is that he is still inflicting misery on United - ask the supporters what they think of his approach to the game - but should he really be doing that as the team's manager?
After Ben Yedder was introduced in the 72nd minute, he changed the complexion of the game, scoring twice.
Though Romelu Lukakku pulled one back, it was too little too late as Manchester United's adventure in Europe ended abruptly.
Manchester United will be making a stab to proceed to the quarterfinal of the Uefa Champions League round 16 as they take on Spanish side Sevilla tonight. We have no time to be sad for more than 24 hours, that's football.
"Lukaku was probably United's best out-field player but he was just given no real support and he was given no real quality played into him".
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United struggled to get a foothold throughout the 90 minutes, with Sevilla dominating possession and creating the clearer chances.
His negative tactics were ultimately undone by Sevilla coach Vincenzo Montella, whose second-half tactical switch, introducing substitute Ben Yedder for Luis Muriel, prove the decisive moment in the game.
Was he happy that United managed just four shots on target over the two legs. A 0-0 draw away from home, without an away goal scored, is no longer a positive result in elite European competition because most teams will attack away from home in the return leg in the hope of gaining the upper hand.
Manchester United captain Michael Carrick has announced he will hang up his boots at the end of the current campaign after 12 trophy-laden seasons at Old Trafford.
United finally worked a clear opening in the 38th minute, a powerful drive from Marouane Fellaini beaten away by Sergio Rico after Alexis Sanchez turned a one-two into the path of the Belgium worldwide, who was making his first start of 2018.
But the 55-year-old does not believe further spending would necessarily lead to an upturn in United's fortunes.