Dalot feels the victory in the Parc de Princes was a “big achievement” for United as it demonstrated the club under caretaker manager Ole Gunnar Solskjaer is more than just the first team.
United had an uphill task coming into this game as they were trailing after a 2-0 loss from the first leg at Old Trafford and had to play the second leg with several stars ruled out through injuries and suspension.
Solskjaer had Anthony Martial, Alexis Sanchez, Juan Mata, Nemanja Matic and Jesse Lingard on the injury list, while Paul Pogba was suspended.
But it was Dalot’s contribution in the closing moments, which led to Rashford having the opportunity to send United through to the Champions League quarter-finals.
The 19-year-old full-back took a speculative shot in stoppage time, which hit Presnel Kimpembe on the arm.
After a lengthy delay and consultation with VAR, the referee deemed the PSG defender to have handled the ball and duly awarded the spot-kick.
Rashford stepped up to take his first ever penalty in a competitive match for United and smashed the ball into the top corner.
The England striker’s goal took the score to 3-3 on aggregate, with United going through on away goals.
After the final whistle Dalot revealed he knew it was a penalty before the referee even made the decision.
“Yeah, I shot it,” he said to beIN SPORTS, when asked about whether or not he thought it was a penalty.
“I shot the ball so I saw it, it was a penalty already.
“But nowadays, the game rules are changing, and we need to wait for VAR.
“I think the referee did well.
“Fortunately we could score and win this unbelievable game.
“It was fantastic to be a part of it.”
Solskjaer admitted he wasn’t quite as sure as his young defender about the penalty decision.
“I didn’t see it,” Solskjaer said.
“I’ve not seen the video. I hope it’s the right decision.
“I tried to help the referee to calm my staff down, just sit down because there’s nothing we can do about it anyway.
“I hope it’s the right decision and they say that, so it probably was.”
Dalot, who joined United last summer, insists United now have the mentality of “always playing for the win” and because of that he isn’t surprised by the result in Paris.
“I’m not surprised, because we believe in ourselves,” he said.
“I think for most of the people it’s a surprise, but it’s football and we need to stay and believe in ourselves.
“If we don’t believe no one will believe for us.”
United will find out who they face next in Champions League when the draw for the quarter finals takes place on Friday 15 March.