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Will Grigg was one of two MK strikers to score a double on Tuesday night

Louis van Gaal's miserable start to life as Manchester United boss continued with a massive Capital One Cup shock at the hands of League One MK Dons.

Playing in the second round for the first time in 19 years, United were mauled by an energetic and clinical performance from the side two divisions below them, who were playing in front of a crowd of 26,969 - the biggest in their 10-year history.

Four-time winners United did not register a shot on target until the 72nd minute against the team who were only founded in 2004.

Will Grigg scored after a Jonny Evans mistake and then chested in an audacious second after the break.

Benik Afobe, on loan from Arsenal, added two of his own to complete an embarrassing rout for the Premier League giants.

Louis van Gaal admitted after the match that his players "did their utmost best and could do no more"

Having finished seventh in the league last season, the Red Devils entered the second round for the first time since 1995 and with no European football this season, Van Gaal's only chance of silverware will now be in the FA Cup and Premier League.

But after a defeat by Swansea on the opening day of the Premier League season and Saturday's draw at Sunderland, Van Gaal's reign at Old Trafford will come under even further scrutiny after this lifeless display.

It came on the same night United announced the £60m signing of Angel Di Maria from Real Madrid, becoming the biggest English spenders during this transfer window, but the Argentina international will have his work cut out if he is to instantly mask the fragility demonstrated by a loss to a side put together for less than £500,000.

Benik Afobe made an instant impact for the hosts, scoring with his first touch

There were elements of inexperience in United's line-up, particularly out wide where there were debuts for Saidy Janko and Reece James, who operated either side of the defensive back three that Van Gaal has steadfastly stuck by in his three games in charge.

MK Dons boss 'proud' of Man Utd win

But a team containing Javier Hernandez, Danny Welbeck, David De Gea, Jonny Evans, Anderson and Shinji Kagawa, who went off in the first half after a blow to the head, still possessed enough top-flight knowhow to look far too strong for a League One outfit.

The return of defender Evans for his first game of the season after an injury lay-off should have been a blessing for United, but it was his horrendous error that had them chasing the game.

Under little pressure near his own goal-line, he inexplicably rolled the ball to Reeves who was able to lay it on for Grigg to finish from 10 yards out.

Manchester United's League Cup nightmares 2011-12 - quarter-final: United lose 2-1 at home to Championship side Crystal Palace - thanks to Glenn Murray's extra-time winner 2007-08 - third round: Michael Mifsud scores twice as Championship side Coventry won 2-0 at Old Trafford 2006-07 - fourth round: Freddy Eastwood's free-kick gives Championship strugglers Southend a 1-0 win over United at Roots Hall 1997-98 - third round: Mauricio Taricco's long-range effort seals a 2-0 win for second-tier Ipswich at Portman Road 1995-96 - second round: Paul Barnes strikes twice in York's 3-0 win at Old Trafford, on the way to a 4-3 aggregate victory 1990-91 - final: Favourites United fall to John Sheridan's spectacular Wembley winner for Second Division Sheffield Wednesday 1986-87 - third-round replay: Ron Atkinson loses his job as United manager after a 4-1 thumping at First Division rivals Southampton 1983-84 - fourth round second replay: Jim Smith's Oxford - on the way to Third Division promotion - beat Atkinson's United 2-1 at the Manor Ground 1978-79 - third round: Luther Blissett's two goals see Third Division Watford come from a goal down to win at Old Trafford 1972-73 - third-round replay: A United side struggling under manager Frank O'Farrell fall 2-1 at home to Third Division Bristol Rovers

Unimaginative and uninspiring, United continued to put in an error-strewn performance, with their stars outshone by 18-year-old prospect Dele Alli in the MK midfield and forward Reeves, who laid on three of his side's goals.

Van Gaal sees 'good things' in MK Dons defeat

Reeves provided the cross as part of a counter-attack that Grigg cleverly chested past De Gea and then slid in a wonderfully disguised pass to allow Afobe to finish.

Afobe then trundled his way past a string of non-committal United challenges before calmly scoring his second goal and MK's fourth.

Efforts from youngster James Wilson and Adnan Januzaj deep into the second half were all United could muster in response, as they suffered the same fate as the last time they played a second-round League Cup tie 19 years ago - a 4-3 aggregate defeat by York City.

The record crowd bathed in the glory of the night while Van Gaal, a quiet figure on the touchline throughout the evening, now faces a trip to Burnley on Saturday still searching for a maiden victory.

MK Dons entertain Bradford in the third round.