Edin Dzeko put Wolfsburg ahead, but goals by Ryan Giggs and Michael Carrick secured a 2-1 win for United.
“I’m really annoyed with the final result,” Veh said.
“It’s no good praising the performance if we didn’t get the result. I think we could have done better and we deserved at least one point.”
“Edin scored a good goal, but it wasn’t just his goal,” Veh continued on Dzeko’s performance.
“He caused problems for their defenders, mainly through excellent technique. When he plays like that he is bound to be of interest to other clubs.”