United appeared to have got out of jail at Blundell Park when Harry Maguire’s 89th-minute header made it 2-2 after they had trailed 2-0 with a woeful first-half display.
But a marathon penalty shootout ended 12-11 in Grimsby’s favour after new signing Bryan Mbeumo, who had begun United’s fightback, saw his spot kick bounce back off the crossbar.
Grimsby were deserved winners as they outplayed their illustrious guests at times and were more up for the fight.
Amorim cryptically said the players had “spoke really loud today what they want” – apparently suggesting they did not fancy the challenge against the League Two team.
When asked to explain what went wrong, a worryingly familiar question since he took charge last season, the Portuguese did not hold back. “Everything. The way we started the game, we were not even here. When everything is so important in our club, everything that happened, it’s a problem in our club, we should do so much better. I just have to say sorry to our fans.
“I felt my players spoke really loud today what they want. I think it’s easy for you (how to interpret it). Let’s focus on the next game and then we have the stop for the international games. We will think things through.
“Doesn’t matter (that we lost on penalties). In the penalties, the feeling is the same. I think football was really fair today. The best team won.”
The League Cup exit means United’s realistic hopes of winning a trophy this season now rest with the FA Cup.
“I’m the manager. It should be my job to understand what happened. Again, I’m really sorry for our fans. Let’s focus on the next game. That is more than a result. That is the biggest problem in the team. I think it was really clear today,” Amorim, whose side have picked up one point from their opening two Premier League games, told reporters.
“I would like to say very smart things and very important things. I have nothing to say. Nothing to say. That is the biggest problem also. To see the same mistakes and nothing to say in this moment. I’m really sorry for our fans.
“It’s too much sometimes. You cannot change so much. You cannot change everything in one summer. You need to win games. You need to not show this kind of performance.
“I think this is a little bit the limit.“
Andre Onana made a dismal return in goal and was culpable for both of Grimsby’s goals as he was beaten at his near post for their opener and then failed to claim a cross that was converted by former United academy player Tyrell Warren.
“It’s not about Andre,” Amorim said. “With all due respect. I already said that the best team won. But this is a fourth division team. It’s not the goalkeeper. It’s more than that.“
