Mbappe's second-half penalty settled a scrappy contest played in furnace-like conditions, sending France through to face Morocco after Paraguay repeatedly disrupted the game with fouls and provocation.
Deschamps said he had instructed Mbappe's teammates to shield the France captain in the closing stages as Paraguay searched for a way back into the game.
"I asked the two biggest lads to go and stand around Kylian at the end because they were going to chop him down," Deschamps said.
"It wasn't easy. They use every trick in the book. It's not the kind of football that will bring people to the stadium, but they defended well. It is always difficult against these South American teams."
France had dominated possession but were frustrated for long periods by Paraguay's deep, combative defending before Mbappe converted in the 70th minute after Desire Doue was brought down in the area.
Mbappe said France had expected a physical confrontation and had shown they could meet it on Paraguay's terms.
"We knew what kind of match we were going to have," he said. "If we have to get our hands dirty, we can do that. We can play ugly football. They thought we would turn up in tuxedos, but we were there.
"Even at that game, we were better than them. That's their football — there is no right or wrong way to play the game. They tried to get at us that way, but we won."