The Armenian was picked out by a cross from Zlatan Ibrahimovic in the 3-1 win at Old Trafford and somehow flicked powerfully past the helpless Jordan Pickford in the Black Cats' goal.
Mkhitaryan was surprised with himself that he scored the goal and says it wasn't something he had done in training before.
"To be honest, I was impressed as well," he said, according to The Express.
"I couldn't imagine I could score such a goal. I didn't really know what was happening.
"I don't think you have to practice these kind of goals, you just have to take this quick decision.
"I couldn't miss this opportunity because I got a great goal from the God."
Mkhitaryan's Manchester United are back in action in their final Premier League game of the season against Crystal Palace on Sunday.
The Red Devils will finish the campaign in sixth but can qualify for the Champions League if they beat Ajax in the Europa League final next Wednesday.
United take on the Dutch side in Stockholm in a vital game for Jose Mourinho.