Ruud van Nistelrooy was distraught after Sunday's 1-1 draw with West Ham.
The result meant that United have taken just one point from their last two Premiership matches, with Liverpool and Arsenal both gaining ground on the Reds.
"We had to win here. It's a big disappointment for me that we didn't," Ruud told MUTV after the match.
The Dutchman scored the opener just before the break at Upton Park, and was surprised at United's tactics of sitting back on the goal instead of going for the goal that would have killed off the home team.
"We stopped playing in the second half," he admitted.
"We waited and waited, when maybe we should have played our own game and gone for the second goal. We were too far back to do that, and that's why they had all that pressure. We played well with the ball in the first half and kept possession well. We gave away possession in the second half and we weren't able to put pressure on them."
The Reds had a great chance late on that Ole Gunnar Solskjaer hit straight at David James instead of squaring for Ruud, who was in space. But the striker refused to blame his team-mate for the mistake.
"Ole didn't see me," insisted Ruud.
"I was next to him and ready to tap it in. But I know if he'd seen me he would have passed."
And Ruud could tell that West Ham were building towards something even before Jermain Defoe hit his 86th minute leveller.
"I thought they were close to a goal in the second half, with a couple of offsides stopping them. I thought they were dangerous," he said.
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The result meant that United have taken just one point from their last two Premiership matches, with Liverpool and Arsenal both gaining ground on the Reds.
"We had to win here. It's a big disappointment for me that we didn't," Ruud told MUTV after the match.
The Dutchman scored the opener just before the break at Upton Park, and was surprised at United's tactics of sitting back on the goal instead of going for the goal that would have killed off the home team.
"We stopped playing in the second half," he admitted.
"We waited and waited, when maybe we should have played our own game and gone for the second goal. We were too far back to do that, and that's why they had all that pressure. We played well with the ball in the first half and kept possession well. We gave away possession in the second half and we weren't able to put pressure on them."
The Reds had a great chance late on that Ole Gunnar Solskjaer hit straight at David James instead of squaring for Ruud, who was in space. But the striker refused to blame his team-mate for the mistake.
"Ole didn't see me," insisted Ruud.
"I was next to him and ready to tap it in. But I know if he'd seen me he would have passed."
And Ruud could tell that West Ham were building towards something even before Jermain Defoe hit his 86th minute leveller.
"I thought they were close to a goal in the second half, with a couple of offsides stopping them. I thought they were dangerous," he said.
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