Manchester United boss Louis van Gaal insisted he was "not shocked" by his side's 4-0 thrashing by MK Dons in the Capital One Cup.
United crashed out against the League One side to leave Van Gaal winless after his first three games in charge.
"I am not shocked because I know what can happen," he said. "A new team is not built in one month.
"I also think Milton Keynes played very well, very aggressively and they had a little bit of luck with the goals."
A Jonny Evans error gifted Will Grigg a first-half opener and the MK Dons striker chested in a second after the hour mark. Arsenal loanee Benik Afobe then hit his own double to compound United's misery as the away side managed just two shots on target all match.
Van Gaal said he wanted to look at "the second team and youth education" after Sunday's 1-1 draw with Sunderland and would analyse the mistakes which "gave the match away".
He said: "We made too many errors. I have no regrets about my selection but the changes were risky.
"I changed the way we played in the first half. We played one versus one over the whole pitch and when you see that. we created a lot of chances, but we were not lucky."
|Experienced? Manchester United's starting line-up vs MK Dons - first team appearances|
|David de Gea||108|
Former Netherlands boss Van Gaal took over at Old Trafford in the summer following last season's seventh-placed finish, their worst in Premier League history.
United's spending has reached £131.7m in this transfer window following the signing of Angel Di Maria from Real Madrid for £59.7m on Tuesday.
The loss at Stadium MK came with six internationals in the starting line up and follows a home defeat against Swansea on the opening day of the Premier League campaign and Saturday's draw at Sunderland.
When asked to elaborate on why he was not shocked by his side's capitulation against MK, he referred to the "rebuilding process" he was overseeing at the 13-time Premier League champions.
"It is very difficult when you start as a manager in the Premier League with a home loss and then a draw and then after that you lose in a cup match," said the former Barcelona and Bayern Munich manager.
"For the fans, it is very difficult to still believe in the philosophy of Louis van Gaal.
"But you have to do that because I am here and I am here to build up a new team. The process needs time. We know exactly what we are doing.
"We have lost in the Capital One Cup, so tonight has cost us the chance of a trophy, and that is disappointing."
|MK Dons chairman Pete Winkelman on BBC Radio 5 Live|
|"They are a fantastic club, Manchester United, and everybody was so warm and respectful. You almost feel sorry for them. They are a club in transition. Sir Alex Ferguson was there what, 26 years, and created such a dynasty that everyone knew he was a hard act to follow. I think it's a game they can just forget."|
Van Gaal suggested that Argentina international Di Maria could be an option out wide, should he stick with the wing-back system he has adopted in his first three games in charge, even though the 26-year-old has mainly featured in an advanced central role in recent seasons.
"I have bought Di Maria because he can play inside and wide. It's very handy," said the Dutchman.
"When I was coach at Bayern Munich, I bought Arjen Robben and he could also play on the wings and inside. Then I always had the opportunity to change."
MK Dons boss Karl Robinson, meanwhile, enjoyed MK Dons' biggest win since they formed in 2004.
"I'm shocked. I know everyone is going to write about Manchester United and I think that's a bit unfair," he said.
"I'll be honest - in the second half I felt comfortable. We came to play football and play the right way, the way we want to play.
"We're a football club that is going places."
|Manchester United's League Cup nightmares|
|2011-12 - quarter-final: United lose 2-1 at home to Championship side Crystal Palace - thanks to Glenn Murray's extra-time winner|
|2007-08 - third round: Michael Mifsud scores twice as Championship side Coventry won 2-0 at Old Trafford|
|2006-07 - fourth round: Freddy Eastwood's free-kick gives Championship strugglers Southend a 1-0 win over United at Roots Hall|
|1997-98 - third round: Mauricio Taricco's long-range effort seals a 2-0 win for second-tier Ipswich at Portman Road|
|1995-96 - second round: Paul Barnes strikes twice in York's 3-0 win at Old Trafford, on the way to a 4-3 aggregate victory|
|1990-91 - final: Favourites United fall to John Sheridan's spectacular Wembley winner for Second Division Sheffield Wednesday|
|1986-87 - third-round replay: Ron Atkinson loses his job as United manager after a 4-1 thumping at First Division rivals Southampton|
|1983-84 - fourth round second replay: Jim Smith's Oxford - on the way to Third Division promotion - beat Atkinson's United 2-1 at the Manor Ground|
|1978-79 - third round: Luther Blissett's two goals see Third Division Watford come from a goal down to win at Old Trafford|
|1972-73 - third-round replay: A United side struggling under manager Frank O'Farrell fall 2-1 at home to Third Division Bristol Rovers|