The stakes are high ahead of the first leg in Spain, with the tournament winners gaining automatic qualification for next season's Champions League.
Nolito spent three seasons with Celta and believes his former side can beat United, viewing Eduardo Berizzo's men celebrating at Old Trafford after next week's return leg as a realistic proposition.
"I hope Celta get a good result on Thursday and reach the final," the 30 year-old said to Radio Marca Vigo.
"They have a chance of going through. Manchester are a great team - but so are Celta.
"Celta need to be focused and make the most of the opportunities they get. If they set their mind to it they can do it, and they are capable of winning at Old Trafford."
Celta have never won a major continental trophy, while United are seeking their first Europa League tournament win.