Ruben Amorim is aware something must change at Manchester United after their embarrassing EFL Cup defeat to Grimsby Town, and he knows it cannot be another overhaul of their squad.

Having taken one point from their first two games of the Premier League season, United were expected to get a result against fourth-tier opposition at Blundell Park.

But despite Amorim starting new forwards Benjamin Sesko and Matheus Cunha, with Bryan Mbeumo and Bruno Fernandes coming off the bench at half-time, his reign hit a new low.

United rallied from 2-0 down to salvage a 2-2 draw but lost 12-11 in a penalty shoot-out, with £130m duo Cunha and Mbeumo both failing from the spot.

The Red Devils had never previously failed to progress when facing fourth-tier teams in the EFL Cup, and this is just their third second-round exit from the competition since 1981-82 (also 1995-96 against York City and 2014-15 versus MK Dons).

The result piled further pressure on Amorim, and he knows there may soon be an appetite for change.

"I am shocked because we are at a moment when we are making a lot of changes," Amorim told ITV Sport. "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."

Amorim did not watch the penalty shoot-out, sitting in the dugout looking dejected throughout, and he felt the way the spot-kicks went was irrelevant.

"It doesn't matter if we recovered or not. It's the signs the team made during the game, especially the beginning of the game," Amorim said.

"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. The way we started the game without any intensity, we were completely lost."

United host Burnley in the Premier League on Saturday, having only collected six points in the competition since the start of April – the fewest of any ever-present club.

Speaking to BBC Radio 5 Live, Amorim added: "I have no more answers. I do not even have anything to say. I just want to apologise to our fans. I'm really, really sorry."