Ruben Amorim said “something has to change” after Manchester United’s defeat to Grimsby Town, but that it could not be “22 players again”.

Man Utd suffered an embarrassing defeat in the Carabao Cup second round to the League Two club, losing 12-11 on penalties, having fought back from 2-0 down in the final 15 minutes.

Amorim has failed to win any of Manchester United’s first three matches of the season despite signing a new front line in Benjamin Sesko, Matheus Cunha and Bryan Mbeumo, who all featured in the tie, with the pressure growing ahead of their Premier League fixture at home to Burnley on Saturday.

“I am shocked because we are in the moment when we make a lot of changes, ” Amorim said on ITV. “We try to fight a lot of things but then when we have these moments, we need to show up.

“If we don’t show up, you can feel that something has to change and you are not going to change 22 players again.”

Andre Onana, making his first appearance of the season, was at fault for both Grimsby goals, allowing Charles Vernan’s 22nd-minute strike to go through him at his near post before missing his punch at a cross which gave Tyrell Warren a tap-in eight minutes later.

But Amorim stressed the goalkeeper wasn’t the only issue at Blundell Park.

“With all due respect, when you play against a fourth division team, it’s not the goalkeeper, it’s everything,” he told Sky Sports. “It’s the environment, it’s the way we face the competition. We know that in the moment, people will pay attention to everything, it’s massive – every detail. We showed that performance today. My players spoke for me, really loud.

“It doesn’t matter if we recover [from 2-0 down] or not. It’s the signs the team made during the game. The beginning of the game.

“I know that the best team won, the only team that was on the pitch. The best players lose, because one team can win against any group of players.

“I think the team and the players spoke really loud today. That’s it. We lost. The best team won.”

Asked to clarify what he meant by his players speaking “really loud”, Amorim added: “It’s really clear what they spoke. Let’s move on from this day. I think it was really clear for everybody what happened today.

“It’s not just the space, but the way we started the game without any intensity. All the ideas of the pressure, we were completely lost. It’s hard to explain. That’s what they spoke really loud.

“When you lose but you see something new, it’s different. When you see something different like today, it’s hard to talk about that.

“I just want to say I’m really sorry to the fans. The support they give me, the support that they are always, with all the defeats, with the team, today I have nothing to say apart from sorry.

“I think they gave the response on the pitch today. Now, we have a game in the weekend and then two weeks off. We will solve things out.”