In just his third match in charge of Manchester United, Louis van Gaal oversaw one of the most humiliating losses in the club's illustrious history on Tuesday.

The record 20-time English champion timidly capitulated to MK Dons, losing 4-0 to the third-tier club in the second round of the League Cup.

Hired to halt the decline under David Moyes in the post-Alex Ferguson era, van Gaal had already endured a loss and a draw in his first two Premier League matches before one of three possible routes to silverware ended in Milton Keynes.

A second-string United was playing in the League Cup second round for the first time since 1995 because Moyes failed to qualify for Europe during his only season in charge. He was replaced by the coach who led the Netherlands to third place at the World Cup.

Van Gaal kept his cool in public after the game and did not tear into his team's performance, despite poor defending that gifted goals to the Dons and the fact United needed about 70 minutes to manage a shot on target.

"We didn't have the luck to score but at least we have created a lot of chances," van Gaal said. "You don't have to forget we have nine injuries and we had a very young team, I have seen them trying to their utmost best. You can't expect more of the players."

Van Gaal urged fans to trust him to turn around the fortunes of a team that won the Premier League by 11 points in 2013 before Ferguson retired after more than 26 years in charge.

"(Supporters) have to believe in our philosophy," van Gaal said. "We are building up a team and you can't make in one month not in one year of course."