Man United 1 Rochdale 1 (United win 5-3 on penalties)
Sergio Romero saved Manchester United from an embarrassing League Cup exit but the way Rochdale pushed Ole Gunnar Solskjaer's side to penalties raises serious questions.
Reeling from a rudderless performance in Sunday's Premier League loss at West Ham, a much-changed United side showed few signs of improvement.
Mason Greenwood fired United ahead in the second half, only for 16-year-old Luke Matheson to secure Brian Barry-Murphy's Rochdale a hard-fought 1-1 draw and a penalty shoot-out.
Back-up goalkeeper Romero's save from Jimmy Keohane's attempt was the difference as Solskjaer's side emerged as 5-3 victors, but the outcome could not disguise a poor performance against the side 17th in League One.
United were toothless and underwhelming throughout, with World Cup winner Paul Pogba, back after an ankle injury, wasting the best chance of a one-sided first half.
But Rochdale were playing with confidence that belied their lowly standing and were a stunning Aaron Wan-Bissaka goal-line clearance away from scoring through Callum Camps.
Greenwood struck in an eerily similar way to last week's narrow win against Astana, only for impressive 16-year-old Matheson to find the net and delight the 7,000-or-so visiting fans.
Dale dug deep and took the match to penalties, with Romero's low save on Keohane the only difference.
Pogba should have put United ahead in the 34th minute only to head over Greenwood's beautiful clipped cross, with the teenage forward denied by the Rochdale goalkeeper when he burst through.
Jesse Lingard glanced a header just over as the hosts approached half-time on top but scoreless.
But every missed chance gave Rochdale increased hope and it took an acrobatic goal-line clearance from Wan-Bissaka to prevent Camps after United academy graduate Ollie Rathbone danced through.
Greenwood stung the palms as the hosts upped the ante, finally breaking the deadlock in the 68th minute. Lingard played out to Greenwood on the right-hand side of the box, with the forward cutting in and firing a low shot home.
But relief would be short-lived as Rochdale stunned Old Trafford with a memorable leveller.
A high cross into the box was met by 16-year-old Matheson, whose effort into the ground beat Romero and rippled the back of the net.
Substitute James and Pereira were denied by Sanchez in stoppage time as the match went to spot-kicks. The first four attempts all found the net, before Romero got down to deny Keohane with a one-handed stop. James wrapped things up to send United through.