United manager Sir Alex Ferguson did not do post-match interviews or appear for his news conference on Tuesday.
His assistant Mike Phelan said Ferguson was too distraught at the decision to send off United winger Nani for a high-footed collision with Real defender Alvaro Arbeloa.
"UEFA has opened proceedings against Manchester United for the non-fulfilment of media obligations by the coach and players," a spokesman said.
UEFA also said it had opened routine proceedings against Nani, who was sent off in the 56th minute.
Former United forward Cristiano Ronaldo scored the winner for Real, who came from behind to win 2-1 on the night and 3-2 on aggregate.
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