United are Don Four! Manchester United's Premier League millionaires humiliated 4-0 by League One minnows MK Dons

Will Grigg gave MK Dons the lead after 25 minutes following an error inside the penalty area from Jonny Evans

He then doubled after the hour mark, chesting home from a Ben Reeves cross after United had lost possession

Arsenal loanee Benik Afobe put the League One side out of sight after 70 minutes, slotting past De Gea, before grabbing another with seven minutes remaining

United had earlier completed the signing of Angel di Maria from Real Madrid for a British record £59.7million 

The game marked United's first appearance in the League Cup second round since 1995 

United still haven't won a game under the Dutchman, who took over from David Moyes in the summer

In less than 50 days, Louis van Gaal has completed the bruising tumble from a World Cup semi-final in the concrete jungle of Sao Paulo to a public humiliation amid the concrete cows of Milton Keynes.

It is what Andre Villas-Boas might call a ‘negative spiral’. On a day when Manchester United spirits ought to have been lifted by the arrival of Angel di Maria for a British record transfer fee, they instead went crashing out of the Capital One Cup.

The performance was feeble and the result was perhaps United’s worst since York City won at Old Trafford in this competition, nearly 20 years ago.

Van Gaal’s first campaign is unravelling at breathtaking speed, although he made every effort to suggest he was unaffected — even unsurprised — by the pummelling.  

Instead, he scribbled autographs for fans behind the bench and kept MK Dons boss Karl Robinson waiting to shake his hand at the final whistle.

Not that Robinson will mind. As a Scouser and a staunch Liverpool fan, who said the memory will stay with him for the rest of his life, he saw his Dons outplay the visitors with slick football, even if they were given help at the start by United’s suicidal defending.

Jonny Evans, back after injury, gave the ball away for Will Grigg to open the scoring with the first of his two goals. 

Grigg scored his second with his chest, but the second of two from Benik Afobe summed up United best — he burst through weak challenges from three different defenders before smashing the ball low past David de Gea.

By failing at the first hurdle in this competition and with no European involvement, United’s season may be over in 37 more games. 

This is not going to be a gruelling season. There was no need to rest the first team and roll out the second string for what was always a tricky tie against an in-form team.

Van Gaal grumbled about two games in three days, injuries and his high-risk tactical style, but ultimately he left the club vulnerable to the upset against a team assembled for less than £250,000 and with a budget of under £3million for wages, less than a quarter of what United will pay Di Maria.

It might have been a time to field a strong side aimed at winning this competition, while ironing out some of the blatant problems which have blighted his opening three games.

Wayne Rooney and Robin van Persie could have taken confidence against a team from League One, but Van Gaal treated this as an experience for young fringe players and a shop-window opportunity for those he wouldn’t mind selling to help the club offset the £59.7m Di Maria fee.

Instead, the big names were rested with a trip to Burnley in mind and yet even with 10 changes five current internationals started, and Adnan Januzaj came on when Shinji Kagawa was forced off after 20 minutes suffering with concussion.

Kagawa was not the only one dazed and confused. Evans produced a terribly careless pass, deep in defence which presented the ball to Ben Reeves, who took De Gea out of the equation with a cut-back to Grigg, who clipped the ball into an open goal. 

Robinson’s team have for some years been one of the better footballing teams in the lower leagues and their philosophy is engrained. 

They started shakily, a little stunned by the pace of Danny Welbeck, the one United player who can take any credit.  But confidence spread after Northern Ireland’s Grigg, on loan from Brentford, had fired them ahead in the 25th minute.

Dons teenager Dele Alli, strong and composed in central midfield, showed why many Premier League clubs have been monitoring his progress. 

By the time the interval arrived, United’s strikers had been neutralised and Van Gaal was deep in conversation with his assistant, Ryan Giggs.

The pattern did not change after the interval. United flickered before going two down when Michael Keane lost the ball on halfway and MK Dons broke with pace and purpose down their left. 

Reeves produced a cross for Grigg, who escaped Anderson without much effort and converted at the near post with his chest.

Grigg left the pitch to a standing ovation, to be replaced by Afobe, on loan from Arsenal, who continued the job of traumatising De Gea. 

Within minutes, he was clear of United’s back three, latching onto another pass from the excellent Reeves and driving past De Gea. 

The fourth best epitomised the woeful United defence, as Afobe muscled through flimsy challenges from Marnick Vermijl, Evans and Andreas Pereira before slamming another shot past De Gea. It sparked wild celebrations in Stadium mk, where they will always live under the ignominy of their controversial creation.

This widely unpopular club was thrashing the world’s most popular. What’s more, they deserved it, and fans serenaded the Van Gaal with the modern classic: ‘You’re getting sacked in the morning’.

Little more than a decade ago there was no team in Milton Keynes and many locals filled the void by supporting Manchester United. Tuesday night may be the moment it started to change. 

‘It’s an evening we’ll never forget,’ said Robinson. Van Gaal did not seem troubled, but 6,000 United fans will never forget it either and Di Maria might be examining the small-print on the contract he signed an hour before kick-off.