Louis van Gaal said Manchester United "can only blame ourselves" for failing to pad their early lead after their 2-1 defeat at PSV on Tuesday.
It was a wretched night on the whole for United, who not only dropped their first fixture in their return to the Champions League group stage, but also lost defender Luke Shaw to a broken leg.
And for Dutch coach Van Gaal, the trip to his homeland only continued his terrible run at the Philips Stadion, where the former Ajax and AZ manager won twice in 10 attempts during his Netherlands coaching career.
United took the lead thanks to an exquisite solo goal from PSV old boy Memphis Depay, but the hosts hit back through Hector Moreno, who headed in a corner after losing Matteo Darmian in the box.
After the restart, Luciano Narsingh headed in after drifting away from Shaw's replacement Marcos Rojo in the box.
Juan Mata, Depay and surprise starter Anthony Martial were all guilty of spurning opportunities during the Group B match.
"When you are 1-0 up, if you score the second goal then it is over," Van Gaal said. "We can only blame ourselves because we have created so many chances.
"After [the Premier League season opening win at] Tottenham Hotspur, I said we have to score one more than the opponent. Tonight we could have scored much more but it is always like that. They scored out of nothing."
The defeat was a rude awakening for Van Gaal's men, who had a string of lacklustre results to start the season before looking much better in controlling Liverpool 3-1 at the weekend.
But Van Gaal was adamant that his side controlled the majority of the game.
"You cannot take one moment that it is happening always," he said. "We have dominated every game we have played this season, except PSG in [preseason].
"All other games we have had most of the chances, but we have lost. It's fantastic for the fans of PSV but we have lost and it was not necessary."
Moreno was not penalised for the flying challenge that injured Shaw, but Van Gaal declined to use that as an excuse for Tuesday's defeat.
"When I say it's a penalty and a red card, I'm a bad loser. It was a bad tackle with two legs," Van Gaal said. "Every word I say is one word too much.
"But it is fantastic that PSV have won this game against the power of Manchester United, when you fight to the end."