On 25 February 2016, Herrera scored his first European goal at Old Trafford – a powerfully converted penalty in the latter stages of a 5–1 defeat of FC Midtjylland, in the Round of 32 of the Europa League. Later that week, on 28 February, Herrera scored the winning goal in a 3–2 victory over Arsenal. On 23 April, Herrera featured in United's triumph in the FA Cup Semi-final over Everton at Wembley; on as an 87th-minute substitute for Marouane Fellaini with the score tied at 1–1, Herrera played a one-two with Anthony Martial, sending the Frenchman through on goal to score a dramatic injury-time winner to seal a 2–1 win and send United through to the final. United went on to beat Crystal Palace 2–1 in the final, securing the cup and Herrera's first major honour with United.