LONDON (AP) -- 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 champions 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 that United needed around 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. It's very disappointing but I hope they shall maintain their confidence in the club and in our philosophy because that philosophy takes time.''
A United side featuring David Beckham lost 3-0 to third tier side York at this stage in 1995, going out of the then two-legged second round 4-3 on aggregate.
Nineteen years on, the humbling result took the gloss off United's pre-match announcement that it had broken the British transfer record by signing Angel Di Maria from Real Madrid for 59.7 million pounds ($99 million). With a summer spending spree that has now hit $215 million, Van Gaal will be expected to quickly restore United to the elite of English football and ensure that Tuesday's result becomes a long-forgotten blip.
''You have to analyze the problem and then you have to take your matches,'' Van Gaal said. ''We know exactly what we are doing.''
Benik Afobe, a striker on loan from Arsenal, and Will Grigg were gifted the openings to each score twice on a memorable night for the Dons, which was originally Wimbledon FC. The 1988 FA Cup winners as Wimbledon controversially uprooted 90 kilometers (56 miles) from south London to Milton Keynes, a large commuter town north of the capital, and was renamed a decade ago.
''I'm a little bit shocked to be walking off and seeing the score line,'' Dons manager Karl Robinson said. ''It's ridiculous. It's something that dreams are made of for these players. We work hard here and you've seen a youthful energy in the team ... this is a game for Milton Keynes as a city.''
United wasn't the only Premier League to be beaten by lower-league opposition, with misery also for West Ham and topflight newcomers Burnley and Leicester.
Sheffield Wednesday of the second tier won 1-0 at Burnley, while Leicester went down 1-0 at home to fourth-tier side Shrewsbury.
New signing Enner Valencia missed a penalty for West Ham as the London club lost a shootout 5-4 to Sheffield United of the third tier.
West Bromwich Albion narrowly avoided a similarly embarrassing shootout exit by beating Oxford 7-6 after a 1-1 draw in normal time. Jack Cork and Graziano Pelle scored their first goals for Southampton in a 2-0 victory at Millwall, while Newcastle beat Gillingham 1-0.