Jose Mourinho have endured an inconsistent campaign.
"We have to demonstrate who we are and show it".
This will be the English team's first meeting with Celta, who sits 11th in La Liga and has lost its last three matches.
"It's very important that the players are strong mentally and enjoy a hard atmosphere here and then to wish that at home we get the best out of Old Trafford", Mourinho told MUTV.
"Thinking about us as a team, winning this competition would be a good achievement and would allow us to be back in the Champions League", Mourinho said.
When asked about his football philosophy, Celta manager Eduardo Berizzo said, according to the Guardian: "I like us to control games, to be protagonists; I don't like us to be dominated".
Shaw joins Zlatan Ibrahimovic, Marcos Rojo and Tim Fosu-Mensah on the sidelines, although Paul Pogba, Chris Smalling and Phil Jones return to the fold in Spain.
The good news for Mourinho is that Paul Pogba should be able to play after recovering from a hamstring injury. Jones and Smalling were long absentees, but have both trained with the team recently.
United have suffered with a glut of injuries to star names after a hectic run of fixtures in April, with Mourinho suggesting the moment has come to focus on success in Europe's second string competition that offers a route into next season's Champions League for the winners. For a team to be in the semi-final, it has to play the group phase and three knockout phases, and has to travel a lot.
"The only risk is he can not play 90 minutes but that is the risk of if he starts, does he finish".
"That's the risk if he starts but doesn't finish game". He will likely undergo his rehabilitation at United's training base even if he does not extend his contract, which expires at the end of next month.
"Bailly is ready to play". He's this kind of personality that fights against every problem, unless it's impossible.
With that statement, Mourinho made it clear that Bailly embodies exactly what the Portuguese looks for from his players. Former Celta player Nolito has already been on the winning side for a team in sky blue at Old Trafford this season, whilst former Manchester City youngster John Guidetti has already fired verbal shots across the boughs, claiming that Celta will do everything they can to keep Manchester blue.
But he knows that the trophy offers a unique opportunity for the club.
This is arguably the biggest game in the Galician club's history - they have never won the league or cup in Spain, and they have never been this close to European glory.