Manchester United manager Louis van Gaal said his team threw away victory as Leicester came back from a two-goal deficit to secure a remarkable 5-3 win.
United were 3-1 ahead with 30 minutes remaining before a controversial David Nugent penalty sparked a comeback.
Van Gaal said: "It is not good because we had the game in our pocket and gave it away. Not because of Leicester; we gave it away and I don't like that.
"We have too many players who want to seek for the goal."
The Dutchman refused to criticise referee Mark Clattenburg for not penalising Jamie Vardy for a barge on Rafael just outside the box moments before the Brazilian defender conceded the penalty which Nugent converted.
"For the first penalty it is always the referee [who you talk about] but you don't have to do that as a player," added the 63-year-old.
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"You know you are in the penalty area and you allow the referee to whistle if you make a challenge. I don't know if it is a penalty but we have to look at ourselves because we made such big errors as a team."
Within two minutes of Leicester scoring their second Esteban Cambiasso had equalised for the hosts and, in the final 10 minutes, Jamie Vardy put the Foxes ahead before a Leonardo Ulloa penalty made sure of victory.
"We didn't keep ball possession in the right way," said Van Gaal. "Leicester have already showed against Arsenal and Stoke that they can come back and they did it very well.
"Leicester had five shots on goal, and that was it. These five goals were existing because we made errors in ball possession.
"We created a lot of chances and made superb goals but you have to do that over 90 minutes, not 60 minutes. It was not enough. You have to kill the game and we didn't do that."
The former Barcelona and Bayern Munich coach refused to blame his defence for the defeat and instead put the responsibility on the team.
"You cannot say the defence was weak," he said. "You play like a team, Leicester showed that. We did not play like a team in the second half and that is not only defence. In a defensive situation the whole team is responsible, not just one defender."
But Van Gaal will need to urgently address his team's defensive issues for next Saturday's Premier League match against West Ham as he is likely to be without the suspended Tyler Blackett and the injured Jonny Evans.
Blackett was sent off for the foul on Vardy, which led to Ulloa's late spot-kick, and will be suspended on Saturday, while Van Gaal must await the result of a scan on Evans after the centre-back was forced from the field in the 30th minute and left the stadium on crutches.
"I don't know how bad it is," said Van Gaal of Evans's injury. "We will see tomorrow [Monday], he will probably have a scan."