WATCH: Rashford stunner fires Man United into Carabao Cup quarters
Christian Eriksen and Rashford were on target as United breezed to a 2-0 win over Vincent Kompany's Burnley to reach the Carabao Cup quarter-finals at Old Trafford on Thursday.
Rashford scored three goals in Qatar before England was eliminated by France in the last eight after Harry Kane missed a late penalty in a 2-1 defeat.
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The forward has been involved in 13 goals in 12 Carabao Cup appearances, scoring nine and assisting four, and assured his focus remains on United and not on the disappointment in the Middle East.
"It is good to play again but it was a tough game and it was good to get a win to take into the next game," he said.
"[The World Cup loss affects you] more emotions-wise because it was such a disappointing feeling to be knocked out and you have to pick yourselves up.
"There is no time to feel sorry for yourself. You need to pick up results and thankfully we did that. It was fun to be out there."
The 25-year-old believes the EFL Cup can propel sides to success in the Premier League, with United sitting three points behind fourth-placed Tottenham – who have played a game more.
He said: "We are in every tournament to go on and try and win it. This one is a good one to win.
"Winning this early in the season, in February, can push you on to go and achieve things for the rest of the campaign – we are going to try and do that."
United manager Erik ten Hag hailed the versatility of Rashford, who will be expected to play a vital role in the second half of the season after Cristiano Ronaldo's exit.
The Dutchman said: "He was a constant threat. Playing on the backline of them, he is so dangerous, with his movement with and without the ball, he creates so much and then you see the benefits."
Raphael Varane and Lisandro Martinez were both unavailable after Argentina defeated France to lift the World Cup on Sunday.
Ten Hag does not expect to have Martinez back for the time being as the celebrations in Argentina continue, while he refused to offer an update on the return of Jadon Sancho, who was not named among United's substitutes.
"In Argentina, I think they are still celebrating," he added. "We will see, the Premier League is going to restart and we have to be ready for that."
Ten Hag's side returns to Premier League action at home to Nottingham Forest on Wednesday.