The Red Devils were tipped to make light work of the Danish champions and Memphis Depay gave the visitors a 37th-minute lead in the first leg of their Europa League last-32 clash.
However, Pione Sisto equalised for Midtylland five minutes later before Paul Onuacho sealed a famous win for the Danish side in the 77th minute.
Ferdinand, who was part of the United side that won the Champions League in 2008 and reached European Cup finals in 2009 and 2011, was left speechless following Van Gaal’s latest setback.
Just leave it bro…im hurting! https://t.co/JRW4fAnr1J
— Rio Ferdinand (@rioferdy5) February 18, 2016
United make the trip to League One side Shrewsbury Town in the FA Cup fifth round on Monday.
The Red Devils will host the Danish champions in the second leg of their last-32 clash on Thursday night before Arsenal make the trip Old Trafford in the Premier League on Sunday 28 February.
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