Tielemans, who joined United from Aston Villa last month, captained Belgium to the quarter-finals, but the 29-year-old had to pull out of the last-eight clash with eventual champions Spain.
"In the warm-up, my body just switched off for some reason," Tielemans told the BBC in an interview published on Wednesday.
The former Anderlecht, Monaco and Leicester City player cited heavy workload as the reason behind him pulling out.
"When I am good, I am good. When it does not go well, I will know straight away and I will alert the manager. But it does not happen often," he added.
However, Tielemans said he feels good at United after three years at Villa, which ended with a Europa League title.
"I am very thankful to Aston Villa. I owe them the world. It is a great club, we did amazing things and they have put me back to my best level. But there are clubs above Villa, and Manchester United is one of them," he said.
Tielemans was confident of meeting the demands of United manager Michael Carrick for the upcoming season.
"He wants me to be free on the pitch, to try and organise the team the best I can," he said.
"It is just smelling football, which is what I have been doing from when I was young at Anderlecht."
United begin their Premier League campaign at Hull City on August 22nd.