United were favourites to beat the Greek side over two legs but they now face the prospect of missing out on the quarter-finals.
The Press Association had earlier reported two supporters had been attacked on Tuesday evening but neither needed hospital treatment.
"The problem with Chelsea is we lack a scorer," the Portuguese said in footage captured by French TV station Canal Plus.
Mikel was rated doubtful for the game after he missed Chelsea's 1-0 Barclays English Premier League win against Everton on Saturday.
Scotland winger Snodgrass curled his low shot from 18 yards beyond Hugo Lloris after Bradley Johnson's pass.
Sturridge's opener came two minutes in and Henderson soon bent in a second.
The Nigerian has been on trial at Napsa since January when the Lusaka club kicked off its 2014 Faz Super League pre-season training.
The Spain international picked up the injury in Saturday's 3-1 La Liga defeat at Real Sociedad, which allowed Real Madrid, 3-0 winners at home to Elche, to pull three points clear at the top.
Rooney celebrated signing a new five-and-a-half year contract by sealing United's 2-0 Premier League win at Crystal Palace with a superb volleyed finish to double the advantage following Robin van Persie's penalty.
United are in the midst of one of their worst seasons in recent memory and face the devastating possibility of missing out on qualification for the Champions League.
The Ballon d'Or winner has already served two games of the three-match ban he received for his red card and subsequent dissent in Real's 1-1 draw away to Athletic Bilbao earlier this month.
- Leaders Chelsea Strike Late To Beat Everton
- Arsenal Boss Says Mesut Ozil Not Over Penalty Miss
- Keshi Explains Yobo Recall
- Baxter Happy With Win
- Fulham Seek Fresh Start With Magath
- Red Card 'Killed The Game': Wenger
- Big Match Feature: Man City v Barca
- Salah Still Adapting With The Blues
- Gunners Can Pass Bayern Test - Wenger
- Man City Face Worst Barcelona Team For Years Says Jose Mourinho
- Estudiantes Top In Argentina's Final Championship
- South American Coaches Add Spice
- Man City On Guard For Barcelona Baptism
- Rodgers Rues Suarez Treatment In Loss
- Arsenal To Face Everton In Quarters
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