The newly-named Golden Boy winner had a sensational second half on Sunday at Berlin's Olimpiastadion, but said he could have scored more if he had stayed on the pitch.
"To be honest, [Favre] asked me how many I scored. He asked me if I scored three and I said: 'No, four. Only four because you subbed me out,'" Haaland told ESPN afterward.
"So I'm a bit mad at him right now but that's how it is," a smiling Haaland added.
Favre admitted he lost count of his star striker's count but was happy with the end result.
"It's true. I not only watch the goals, I also watch the passes," Favre told ESPN. "I know he can score goals. He did a good job. He's happy and the team's happy."
Making his first appearance one day after his birthday, Moukoko's mark may be difficult to match given the league's age was only lowered to 16 earlier this year.
"He's the biggest talent in the world right now," Haaland said. "16 years and one day. That's quite amazing. He's got a big career ahead of him. I am over 20 years, I am getting old now. That's how it is."
Earlier on Saturday, Haaland was named the Golden Boy as he beat Barcelona's Ansu Fati and Bayern Munich's Alphonso Davies to the award which honours the best young player in Europe for the calendar year.
"It's been a good day. I am smiling a little bit now," Haaland said.
Dortmund were down 1-0 at halftime, but a Haaland hat trick in the first 20 minutes of the second half, a goal by Raphael Guerreiro and another strike by Haaland sealed the win.
The win moved to Dortmund within point of league leaders Bayern Munich.
Since joining Dortmund from RB Salzburg in January, he has scored 31 goals in 30 appearances across all competitions. He also trails Bayern star and three-time Torjägerkrone winner Robert Lewandowski by one goal in the race for top scorer this season.
"He has the ability to score more goals than Lewandowski," BVB midfielder Axel Witsel told ESPN. "It's not easy. Lewandowski is one of the best strikers in the world, but I think Erling has the quality to achieve that. But he has to score nearly every game."