Sir Alex Ferguson has said Rio Ferdinand "will be dealt with" after not wearing a Kick It Out T-shirt in a protest against the campaign group.
Manchester United's Ferdinand and Reading's Jason Roberts both made the gesture to demonstrate against a perceived lack of action about racism.
"At the press conference I spoke about it, it is disappointing," said Ferguson. "It is embarrassing for me."
The United manager also told MUTV Ferdinand's actions "let us down".
On Friday Ferguson said: "All the players are wearing it [the Kick It Out T-shirts]. I have only heard that Jason Roberts is different.
"I don't know what point he [Roberts] is trying to make."
In contrast, Roberts' decision not to wear a Kick it Out T-shirt before the 1-0 defeat at Liverpool was backed by Reading boss Brian McDermott.
"I support him 100%," McDermott said. "He had his reasons. Jason had his view and it was a very strong view. We spoke on Friday and I totally respect his view."
Former Tottenham manager Harry Redknapp believes the decision should be with the players as he backed Ferdinand's right to choose.
"It is a difficult situation, Rio is his own man. If he does not feel the Kick It Out campaign is doing enough to deal with the problems he feels there is with racism then it his choice not to wear it," Redknapp said on Match of the Day.
"If someone tells you to put something on with a slogan on it, if you don't feel it is something you want to wear then you should not be forced into it."
A Kick It Out period of anti-racism action started on Thursday and ends on 29 October.
Premier League players traditionally wear T-shirts during this time as a show of support for the campaign group and its message, although on this occasion the action is spread across two weekends and some clubs have chosen to wear the tops next week.
Kick It Out's Jason Euell told BBC Radio 5 live that Ferdinand's actions will send a message to football's governing bodies that not enough is being done to combat racism in the game.
"That a high-profile player like Rio Ferdinand is willing to make a stance, that gathers more momentum because it needs to be out there," said Euell.
"Because it keeps getting swept under the carpet it makes it easy for Fifa and Uefa to come out with ridiculous, ignorant comments.
"It makes it easy for the FA to brush it aside and for the PFA to allow it to be brushed aside if we all go quiet again and put these T-shirts on and jog around. Now, it needs to be kicked on another level."
Ferdinand and Roberts' protests came about following disquiet over the punishments handed out to Luis Suarez and John Terry after they were found guilty by the Football Association - a body that partly funds Kick It Out - of using racist language.
In September Chelsea captain Terry was banned for four matches and fined £220,000 by the FA for racially abusing Queens Park Rangers defender Anton Ferdinand in a Premier League match at Loftus Road on 23 October 2011.
The centre-back had previously been cleared of the offence at Westminster Magistrates' Court in July.
Liverpool striker Suarez received an eight-match ban and £40,000 fine for the same offence against Manchester United's Patrice Evra in a Premier League game on 15 October 2011.
All Ferdinand's Manchester United team-mates donned the jerseys as they warmed up before the 4-2 victory against Stoke at Old Trafford.
BBC Sport pundit and former Newcastle United striker Alan Shearer believes Ferdinand not following orders from his manager proves just how much not wearing the T-shirt meant to him.
"I think to go against what Alex had said shows how strong Rio feels about it. If he does not want to wear the T-shirt then he cannot be forced into it," Shearer said on Match of the Day.
At Anfield, Reading's Garath McCleary and Jem Karacan also took their Kick It Out tops off soon after entering the pitch ahead of their game against Liverpool, but the former gave his to someone in the crowd and the latter apparently took his off because he was too hot.
West Ham confirmed substitute Leo Chambers and youth player Matthias Fanimo, who warmed up with the team prior to the 4-1 win against Southampton at Upton Park despite not being part of the matchday squad, did not wear one as the club had run out.
Chelsea did not put on theirs before the 4-2 victory at Tottenham as they plan to join in the action during next week's fixture against Manchester United, with Sunderland and Newcastle also expected to do the same thing rather than show their support before Sunday's derby.
Similarly, champions Manchester City confirmed that next weekend's home game against Swansea would be their designated Kick It Out day.