Having fallen in the final four of last season's Carabao Cup, FA Cup and Europa League, the Norwegian again stumbled at the semi-final stage when Manchester City visited an empty Old Trafford on Wednesday evening.
John Stones and Fernandinho sealed a 2-0 win for the kings of the Carabao Cup to extend Solskjaer's wait for a first trophy in the United hotseat as the hosts found themselves in the all too familiar position of nearly men.
"Of course (it is disappointing) because it's not the first one as well against City at home," Pogba said, having also bowed out of the competition to Pep Guardiola's men last season.
"We are disappointed with the result, obviously, with the two goals from set-pieces. And after you know it can go both ways. We lost today and it's not the first one, like I said.
Asked if there is just one piece missing having lost four successive semis, Pogba said: "Exactly and it's details. Details make the difference all the time and when it's big games like this, details, set-piece and we lost on this.
"We have to learn. We have to learn because it's not the first time. We have to learn. We have to get through this as well. Then after this there is big games coming up so after tonight we go again."
Pogba underlined the need to focus on the small things if they are to succeed, with the FA Cup and Europa League still open to United as well as a first Premier League title since 2013.
"You know, we're improving," he said. "It was both ways (against City), 50/50. The team only hit the post I'd say, otherwise the chances weren't really clear.
"Last year obviously they were more dominant (in the Carabao Cup semi-final at Old Trafford), they dominate us and today that wasn't the case, so obviously we're improving.
"We're improving, we're improving in the league and, even if we lost in the semi-final, we're still going far in it and that's what we want.
"But now it's, like I said, details. It's good to improve but you have to go to the next step now. All of us. Today we know we lost and there's no time to be disappointed for a week because we know where we are.
"We're in a good position now and it's difficult, it's going to be difficult, and you learn from those games. It's going to hopefully help us to get through, to get better and to have a positive result in the next games."
United welcome Championship outfit Watford to Old Trafford in the FA Cup third round on Saturday, before heading to Burnley knowing that a positive result on Tuesday will take them top of the Premier League.
Reigning champions Liverpool currently sit top of the pile and Solskjaer's side head there in a mouth-watering fixture on 17 January as a hectic schedule continues apace.
"That's why we play football and we play for Man United, it's not easy," Pogba told MUTV. "It will never be easy.
"But it makes the victory prettier, you know more beautiful when you get through a tough time and you get through this.
"It's beautiful. You get like emotion and that's all we want, that's what the fan wants, that's what the team wants. Everyone wants this.
"So the club is built on winning and on big things, so that's all we want to get - the big stuff."
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