The Gunners, who host Olympiacos in their second Group H match on Tuesday night, failed to perform during the first leg at Old Trafford, but escaped with only a 1-0 defeat.
But a slip by young defender Kieran Gibbs handed United an early away goal in the second leg which all but killed off the tie, United going on to win the game 3-1.
Full-back Sagna, 26, believes those "bad experiences" can only serve the squad well as they bid to reach the 2010 final in Madrid.
"We knew we had the quality to play the final last year, but we didn't play our own game," he said.
"Against Manchester United we have some regrets and this year we want to give everything and go until the end.
"After the game we were still thinking about what might have been.
"This year we have to think about last year to improve and go forward. We are all looking forward.
Sagna added: "Two years ago we played the quarter finals, this year the semi finals, so even with a young team we can go very far in this competition and we have the quality to play big
Arsenal were caught cold in their Champions League Group H opener when Standard Liege raced into a 2-0 lead inside five minutes.
However, Arsene Wenger's men fought back in Belgium to secure a
Sagna revealed the players are determined not to let the same slow start prove costly once again.
"I hope everyone is ready now to give 100% on the pitch including the forwards because they are the first to defend," said Sagna.
"Everyone knows we have to be more powerful in defence to be good in attack.
"We have a good team and everyone is able to in this team to play good football and we show it."