Norwegian star Ole Gunnar Solskjaer opened the scoring from the penalty spot before former United trialist Pa Modou Kah drew the sides level in the second half.
United grabbed the winner six minutes from time with captain Roy Keane scoring from close-range after being put through by Diego Forlan.
United boss Sir Alex Ferguson was happy with his side's performance as they prepare for the new season next month.
The Old Trafford supremo is looking for a new striker to replace Dwight Yorke and he was impressed by the display of Valerenga star Tobias Grahn.
"We had a lot of possession, but Valerenga also played well. Their number 22 (Grahn) was very, very good."
Valerenga boss Kjetil Rekdal was satisfied with the run-out, but felt his side were unlucky not be awarded a penalty when Laurent Blanc appeared to pull down Knut Hovel Heiaas in the box, but referee Terje Hauge waved away the home side's appeals.
Ferguson even conceded that the penalty looked a fair shout for Valerenga.
"I guess it is normal these days that the referees judge wrongly often," said Rekdal.
"The penalty was soft. Their one seemed more like a penalty," admitted Ferguson.
Liverpool suffered a 1-0 defeat to Lazio in their glamour friendly at Anfield.
The Reds faithful saw home debuts for new signings Bruno Cheyrou and El-Hadji Diouf as well as an emotional comeback for Markus Babbel.
Brazilian Aparecido Caesar hit the only goal of the game on the stroke of half time.
Leeds United completed their pre-season tour of the Far East and Australia with a 2-1 win over a Bangkok XI, with Robbie Keane and Eirik Bakke grabbing the goals.
Middlesbrough were forced to come from behind at a rainswept Hillsborough to recorded a 2-1 win.
Jon Beswetherick scored on his home debut after nine minutes for The Owls, but Franck Queudrue levelled after 20 minutes before Italian international Massimo Maccarone opened his Boro account with a header in the final minutes to give his new side victory.
Blackburn Rovers fell to a heavy 4-1 defeat to Nurnberg in Germany.
The game marked the debut of new signing Dwight Yorke, but the game will be best remembered for the sending off of Keith Gillespie midway through the first half for retaliating at a crude challenge.
Lars Muller opened the scoring for the home side on the stroke of half time and Sasa Ciric doubled the lead just 30 seconds after the restart.
Brazilian striker Cacau hit the third before substitute Ciccio Grabbi grabbed Rovers' consolation from the penalty spot.
Michael Kugler compounded Blackburn's misery hitting the fourth and final goal after a bad mistake by Rovers keeper Alan Kelly.
West Ham recorded an impressive 3-1 win over Norwich at Carrow Road.
Mark Rivers gave the home side an early lead, but Trevor Sinclair quickly replied for The Premiership outfit.
Jermain Defoe fired The Hammers in front after 49 minutes and Joe Cole wrapped up the victory with the third.
A young Tottenham side ran-out easy 4-1 winners at Southend.
Oyvind Leonhardensen, Lee Barnard, Rohan Ricketts, and John Jackson were on the scoresheet for Glenn Hoddle's troops at Roots Hall.
Manchester City beat Preston 3-1 at Deepdale in Ryan Kidd's testimonial.
City took the lead through former North End favourite Jon Macken and Laurent Charvet doubled the lead on the hour.
Graham Alexander pulled one back from the penalty spot five minutes later before Chris Shuker wrapped up the win for Kevin Keegan's men with a late strike.
Old Firm duo Celtic and Rangers continued their preparations for the new SPL season with wins over St Mirren and Linfield respectively.
