The Red Devils defender sat out the 2017 final through suspension and is determined to play a leading role in another quest for major silverware
Success in Europe’s second-tier competition represents the last triumph to have been enjoyed by the Red Devils.
Jose Mourinho’s productive debut campaign at Old Trafford delivered three pieces of silverware in 2016-17.
Another barren spell has been endured since then, but Ole Gunnar Solskjaer has United back in the hunt for major honours this term.
A run through to the fifth round of the FA Cup has been complemented by progress to the last-32 of the Europa League.
The red Devils played out a 1-1 draw with Club Brugge in the first leg of their continental clash, with the return date set to take place in Manchester on Thursday.
Bailly, who missed the 2017 final through suspension, sees no reason why Solskjaer’s side cannot edge out Belgian opposition and remain on course for a trip to Gdansk on May 27.
He told United Review: “First of all, nothing is impossible at Manchester United.
“It would be brilliant if this time we were able to go all the way and I was part of the team in the final. That’s what I’m working towards.
“Manchester United is a club that is used to being in the Champions League year after year, but the Europa League is a competition that not every team gets to be in, so it’s something we’re working hard in.
“Two or three seasons ago we were fortunate enough to go all the way and win it.”
United saw off Ajax in the final three years ago, with Paul Pogba and Henrikh Mkhitaryan on target in a 2-0 win.
Bailly believes the club’s class of 2019-20 are even stronger than that side, with there more dynamism at Solskjaer’s disposal than Mourinho was able to call upon.
The Ivory Coast international added: “We’re in it again, this time with a younger squad that has lots and lots of talent, and I think there’s a real energy about the place that could help us to continue to progress through the tournament.
“This season we’re hoping for a repeat and that continue with the next challenge against Brugge.”