Manager Louis van Gaal wanted to guide United to Champions League glory, but he will have to get used to long trips to far-flung corners of Europe on Thursday nights instead.
United may have been beset by injuries, but Van Gaal cannot use that as an excuse. United should have cruised through this group. The Dutchman's critics will now only grow louder.
Without seven first-team regulars, Van Gaal was forced to hand defender Guillermo Varela his full debut. The Wolfsburg fans did their best to try to make David Moyes' first signing feel uncomfortable and so did the players tearing about the pitch in white and green.
The hosts lived up to their nickname of Die Wolfe and hounded United like a pack of aggressive wolves.
Van Gaal's team were never allowed to settle on the ball. Varela drifted inside, allowing Andre Schurrle a chance to shoot but he fluffed his lines and United breathed again.
Wolfsburg were well on top but somehow found themselves behind in the 10th minute.
Daley Blind found Juan Mata, who carved open the Wolfsburg back four to set Martial free. The Frenchman went into the game in poor form, but his finish was exemplary. He took one touch before rolling the ball past Diego Benaglio.
It was a superb finish, but Wolfsburg equalised with an even better one just three minutes later. Ricardo Rodriguez whipped in a low cross and Naldo got in front of Chris Smalling before volleying past David de Gea. United were back to square one.
Fellaini almost put them ahead again with a close-range header but Benaglio saved. Wolfsburg went on the attack at a devastating cost for United.
Wolfsburg switched the play from right to left and Schurrle drifted infield before laying the ball off to the sensational Julian Draxler. He glided past Bastian Schweinsteiger and two more United players while playing a one-two with Max Kruse before squaring to Vierinha and he slotted the ball in from close range. It was a stunning goal, one worthy of a team seemingly bound for a place among Europe's elite.
Draxler drew yet more gasps from the despairing United fans when he wriggled free in the box, but De Gea saved his shot.
United were reeling. They needed the half-time whistle to regroup. Instead they were handed another problem as Darmian had to be replaced by 19-year-old Cameron Borthwick-Jackson because of an injury to the Italian.
United thought they had equalised when Jesse Lingard's ball sailed into the goal, but the referee ruled Mata, who was in an offside position, had interfered with play.
United performed better at the start of the second period. Memphis Depay drew a save from Benaglio with an acrobatic volley. Wolfsburg still looked dangerous though. De Gea tipped an effort over from Schurrle and Kruse missed a sitter.
Van Gaal threw on Nick Powell for his first game in almost a year.
United supporters' spirits were raised when CSKA took the lead, but PSV soon equalised and Van Gaal's men were heading out. They needed an equaliser and they got it when Guilavogui knocked Fellaini's header into his own net, but just a minute later Naldo headed in to send the locals inside the Volkswagen Arena wild.
United pushed for an equaliser but it did not come. It would not have mattered anyway. PSV's winner in Eindhoven meant United were already out.
Louis van Gaal is convinced Manchester United can discover their killer instinct in front of goal again and avoid an embarrassingly early exit from the Champions League.
United are likely to crash out of the group stages for just the fourth time in history if their patched-up team fails to win in Wolfsburg on Tuesday.
If they draw or lose, United will have to rely on PSV Eindhoven slipping up at home to CSKA Moscow - who have already been eliminated - to make it through to the last 16.
On the face of it, United do not stand a good chance of progressing.
The Red Devils have scored just seven times in their last 10 matches, but their manager is confident his players will find their scoring boots again at the Volkswagen Arena.
"I have the experience as a manager that the goals shall come," Van Gaal said. "When you are creating chances at the end you shall finish those kind of chances.
"That's why we have that belief. It's a matter of time and I hope we can prove it."
As the only striker in a threadbare squad, the responsibility for scoring will fall on the shoulders of Anthony Martial, who has scored just once in his last 13 matches.
"He is very talented but he is just 20 years old," Van Gaal said of the forward, who scored four goals in his first four matches following a £36million transfer from Monaco in September.
"We have to give him time and that's always difficult when you are playing for a team like Manchester United because the expectations are very high.
"But I am very convinced that he will continue with his performances, and that he shall score at the right moment again.
"You cannot expect of a 20-year-old player coming to the Premier League that he scores every week.
"I didn't expect it either. When he came he was accelerating in the start of his campaign at Manchester United. I know that and I have to explain it to everybody because he doesn't need that pressure to score every match."
Van Gaal concedes dropping into the Europa League would be a big blow for the three-time European Champions.
"It's very important for the club to continue in the Champions League, and also for the players," Van Gaal said.
"They want to show their qualities at the highest podium. That's why it's important (we qualify)."
United will be without Wayne Rooney, Marcos Rojo, Luke Shaw, Antonio Valencia, Ander Herrera, Phil Jones and Morgan Schneiderlin for Tuesday's game.
Nick Powell, who has only played one game for United in the last three years, Sean Goss, who is yet to make his debut, and 18-year-old defender Cameron Borthwick-Jackson are in the 19-man party that has flown to Germany.
Guillermo Varela made his debut in the 0-0 draw against West Ham on Saturday but could be thrown into the starting XI on Tuesday.
The United squad could be depleted further for Saturday's game at Bournemouth after Bastian Schweinsteiger was charged with violent conduct for an alleged elbow on Winston Reid against West Ham.
The German is facing a three-match ban if found guilty. He has until noon on Thursday to respond to the charge.
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