Ole Gunnar Solskjaer admitted Manchester United face a busy few weeks in the transfer market after losing a third semi-final this season. United were made to pay for missed chances as Sevilla reached the Europa League final by coming from behind to win 2-1 in Cologne. Bruno Fernandes's early penalty put United in front, but Suso quickly levelled for Sevilla before goalkeeper Bono kept them in the game and substitute Luuk De Jong continued the Spanish side's remarkable Europa League run in recent years by slotting home the winner 12 minutes from time. United had already secured their place in the Champions League next season by finishing third in the Premier League, but an over-reliance on a small core of players was again exposed as Solskjaer did not make a single substitution until three minutes from time. United's new Premier League campaign could begin in just over four weeks and initial talks over the signing of Jadon Sancho have stalled with Borussia Dortmund insisting the England international will remain in Germany next season. "We need to strengthen the squad depth of course. It will be a long season," said Solskjaer. "I cannot say when or if transfers are going to be done, but we are looking at it. It is a quick turnaround. We just have to be 100 per cent sure when we do those deals. "It's very disappointing. We're not devastated but it's one of those hard ones to take because you feel you've played some fantastic stuff at times, created chances and just couldn't get the goals that I felt we deserved at times. "In different spells of the game I thought we were absolutely excellent." Solskjaer's side will need improve if they are to go from third place to a title challenge. "Keep improving, keep doing what they've done every single day," Solskjaer said when asked what was needed. "They worked so hard, right attitude, mentality. "We need to strengthen the squad depth, of course, because it's going to be a long season. It's only going to be a couple weeks rest until we get going again. "Dust this down, make sure that we're ready and fresh to go. "Many, many different things but keep on improving what we're doing day in and day out and believe in what we're doing." Asked about making transfers during the coronavirus-tainted mini-break, as a move for Sancho rumbles on, Solskjaer added: "It's going to be a strange summer. "We've only got a couple weeks away from each other until we get going again. That's going to be a mental challenge. "Of course we're going to keep pushing and keep demanding more of the players that we have but still we're looking to improve. "It's a strange one. The league starts very quickly but the market's open for so long, so we've got to be both good, smart and clever." Sevilla have now won 25 of their last 26 Europa League knockout ties and will believe they are destined to win the competition for a sixth time when they face Inter Milan or Shakhtar Donetsk in Friday's final. "This is the best Manchester United of the last few years and the form team in England so it is normal that we had to suffer," said Sevilla boss Julen Lopetegui. Sevilla are now unbeaten in a club record 20 games, but were unsettled by the pace and movement of United's front four early as Marcus Rashford was wiped out by Diego Carlos after his initial effort was saved by Bono. Fernandes has ensured United's early season woes from the spot are long forgotten as the Portuguese converted his eighth penalty for the club and the 22nd the Red Devils have been awarded in a 13-month long campaign. Sevilla grew back into the game and levelled when left-back Sergio Reguilon's cross was swept home by former Liverpool winger Suso. United rode out the Sevilla storm and had a host of chances early in the second half to go back in front but a combination of Bono, poor finishing and brave last-ditch defending kept them at bay. Anthony Martial was the biggest culprit as three times the Sevilla's second-choice stopper denied the Frenchman one-on-one as United began to cut through Sevilla at will. Lopetegui responded by sacrificing top scorer Lucas Ocampos for De Jong and his changes worked to perfection as Sevilla regained their composure before landing the sucker punch. De Jong has had a difficult first season in Spain, but went a long way to redeeming himself as he turned home former Manchester City winger Navas's cross with the United defence sleeping, which led to a confrontation between Fernandes and his teammate Victor Lindelof.