League Two side Grimsby led 2-0 with just 15 minutes to play thanks to goals from Charles Vernam and Tyrell Warren.

Bryan Mbeumo had sparked a late rally from the Red Devils with his first goal for the club, but the Cameroonian missed the decisive spot-kick to pile more pressure on under-fire United boss Ruben Amorim.

The Portuguese coach was already facing scrutiny after a winless start to United's Premier League season.

The 20-time English champions finished 15th last season in their worst league campaign since being relegated in 1974.

Now one of their only two realistic shots at a trophy this season has disappeared in one of the worst results in the club's history.

Amorim made eight changes from the side that drew 1-1 at Fulham on Sunday, but still named a side that cost hundreds of millions of pounds, packed full of internationals.

Benjamin Sesko made his first United start after a £74 million move from RB Leipzig ($99 million), while Andre Onana returned on a night to forget for the United goalkeeper.

Grimsby had been waiting for a visit from United since 1948 and roared out the blocks to fully deserve their two-goal half-time lead.

Vernam fired a low powerful effort past Onana at his near post on 22 minutes to the delight of most of the 9,000 capacity crowd at Blundell Park.

The hosts continued to make a mockery of the three-division gap between the sides.

Cameron Gardner had the ball in the net but was denied a second for a handball.

Yet, moments later Grimsby did double their lead when Onana failed to claim a corner and Warren gratefully tapped in.

Onana's poor evening may hasten United's rumoured move for Belgian goalkeeper Senne Lammens in the final days of the transfer window.

Amorim responded at half-time by throwing on captain Bruno Fernandes, Mbeumo and Matthijs de Ligt for a rescue mission.

Despite United's dominance of the second period, they were lacking inspiration until Mbeumo took aim and curled into the bottom corner from outside the box.

Harry Maguire has been forced forward as a makeshift striker at times during Amorim's troubled reign and looked to have come up with a huge moment for his manager in the 89th minute as the England international headed in Mason Mount's corner.

Sesko then skied an incredible chance to win the tie five minutes into stoppage time, ensuring penalties were needed.

Matheus Cunha had the chance to win the shootout at 4-4, but his effort was saved by Christy Pym.

After 15 more successful spot-kicks, including from both goalkeepers, Mbeumo hit the bar to seal United's fate.

Brighton cruised into round three with a 6-0 demolition of Oxford as Stefanos Tzimas scored twice on his debut.

Fulham and Everton also progressed with 2-0 wins over Bristol City and Mansfield respectively.