The Latics came agonisingly close to taking at least a point from their meeting with the reigning Premier League champions on Wednesday.
However, Hugo Rodallega's first half opener was cancelled out by Carlos Tevez and Michael Carrick, prolonging Wigan's heartache against the big four.
United's winner came with just four minutes remaining and Bruce admits the nature of the defeat was hard to take.
"How often do we see them do it? The one thing you have to do is go right to the wire," he told Sky Sports.
"But you have to feel for the team a bit at the moment because that's how we've been for the last few weeks.
"But I couldn't ask for any more from the team, the effort they have put in, and they have given them a run for their money."
IntegrityWigan have now lost five of their last six Premier League fixtures, but Bruce feels his team can take heart from two competitive showings against United this season.
"We have pushed them twice now, we did it at Old Trafford and walked away from it with nothing (in a 1-0 defeat)," he added.
"But the honesty and the integrity of the team was there for all to see which we hoped was going to be the case. With a little bit more luck then it might have been our night."
Bruce was also impressed with the performance of Colombian frontman Rodallega, who only moved to the JJB Stadium during the winter transfer window, and admits he is hoping to bring in further fresh faces over the summer.
"We're always looking to add," he said.
"The kid Rodallega, today, has come of age. I have probably put him in a bit earlier than I should have done but you can see today that he's grown a bit, is getting used to the Premier League, and I thought he put in a terrific performance."