Manchester United manager Louis van Gaal says his side should have converted in goals all the chances created in the second half of the match against PSV Eindhoven.
The Red Devils looked in control after taking the lead early in the first half but failed to add more goals and were punished by a determined PSV side.
In the group's other game, Wolfsburg edged past CSKA Moscow by 1-0.
"When you are you 1-0 up, if you score the second goal it is over," van Gaal told reporters.
"That is what has happened tonight. We can only blame ourselves because we have created so many chances. After Tottenham Hotspur, I said we have to score one more than the opponent.
"Today we could have scored much more but it is always like that.
"You have to be effective and PSV were very effective because they scored out of nothing. A deviated ball from a corner kick and another finish after a passing error in the first phase. They scored and that is professional, it is very good.
"You cannot take one moment that it is happening always. We have dominated every game we have played this season, except PSG in preparation.
"All other games we have had most of the chances, but we have lost. It's fantastic for the fans of PSV but we have lost and it was not necessary."