After he failed to score a penalty in England's shootout loss by Italy, Rashford was racially molested on social media.
Marcus Rashford said that the support he received following being subject to racist abuse at the Euro 2020 final was a "special occasion".
After missing his spot-kick against Italy, the Manchester United striker was targets on social media.
The messages of support were then added to the mural in Manchester, which was vandalized.
Rashford spoke to BBC Breakfast and said that it was "nice, it's something that you'll never forget."
The 23-year old said that he was astonished to have witnessed people act together in their communities and environments.
"It was a moment when everyone got together, and they did whatever was right. It was a special moment."
Rashford began the Euro 2020 final at Wembley from the bench, but was then brought on by England boss Gareth Southgate just before the end of extra-time to take a penalty.
The game ended 1-1. However, Italy won 3-2 with spot-kicks. Jadon Sancho, Rashford and Bukayo Saka were unable to convert from 12 metres for the Three Lions.
'Different backgrounds, different environments, different religions'
After the mural was damaged in Italy's defeat, thousands of messages of support were left for Rashford at Withington.
Rashford said that he was lifted by the support he received from his teammates despite being subject to racist abuse.
He said, "This may sound insane, but you are fully focused on the moment, not winning the tournament you worked so hard for, and missing one goal. You're still thinking about it, so you don't tune in to the tournament after.
"It was clear that this was the case for me. It took me a week, and two weeks to get my head cleared. Only then did I begin to notice the many people who have stepped up to defend us and spread the message that racism is unacceptable.
"It was a few weeks before I actually saw it but it was definitely a wonderful feeling for me when it finally did.
"Obviously, I was also having surgery at that time, so it was nice for people to come together and support each other in the same cause.
"People from diverse backgrounds, different environments, different religions all said the same thing, and it was wonderful to see."
"I feel physically and mentally in a better place"
After recovering from shoulder surgery, Rashford is back in full training at United
Rashford, who was awarded an honorary doctorate by the University of Manchester last week for his efforts to combat child poverty, has not been able to play since the defeat to Italy due to a shoulder injury.
After a long season in which he played 57 games for United, the problem was causing concern for the forward.
Rashford said that he feels "much better" since he returned to full training at beginning of the month.
"My recovery is - I wouldn’t say it’s over because I have to continue looking after it – but I’m in a better place mentally and physically.
"Last year was very difficult for me. I suffered a serious injury in September. It got worse over time, but I am now completely free from it. I feel much more positive both mentally and physically.
Relishing Ronaldo partnership
Rashford said it was a "great feeling to have Ronaldo back at Old Trafford."
Rashford will be returning to United, a team whose attack was bolstered by the big-money signings of Sancho and the return from Juventus of Cristiano Ronaldo to Old Trafford.
Ronaldo joined Real Madrid from United in 2009 as Rashford was still learning his way through the academy. The England forward hopes Ronaldo's goal scoring prowess will help them win their first trophy under Ole Gunnar Solskjaer.
Rashford said, "That's great feeling for me as a player but also as fan of the club," when Rashford was asked about Ronaldo's return to the club.
It's always nice to see a legend of a club return to the club. It's a great feeling to be playing at Old Trafford with him again.