Man United star Michael Carrick admitted it was a strange feeling to reach a final after a loss
Jose Mourinho's side led 2-0 from the first-leg but they went behind when Tom Huddlestone scored from the spot after Marcos Rojo pulled on Harry Maguire's shirt.
Paul Pogba appeared to put the tie to bed when he poked the ball home from 10 yards, but Oumar Niasse struck to set up a tense finale.
However, United held on to set up Wembley clash with Southampton, but Carrick admitted he was disappointed with his sides performance.
Paul Pogba scored United's goal against Hull
"I wouldn't say we were relieved," Carrick said.
"We are disappointed in the way we played and losing the game.
"We wanted to keep our run going and we didn't play well at all.
Manchester United player ratings against Hull in EFL Cup semi-final second leg
Thu, January 26, 2017
Express Sport brings you Manchester United's player ratings from their EFL Cup semi-final second leg clash with Hull
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David De Gea – 5.9
"Of course we are delighted to reach the final but it's a strange feeling.
"We expected a tough game, they had to come at us, and we just didn't play well. We don't like losing and we've lost but we are in the final.
"You don't get many chances to win a trophy so we have to grab that chance."