Match statistics: Man Utd 3-2 Arsenal
Arsenal have suffered plenty of defeats at Old Trafford in recent years but this one will feel especially painful.
Even a draw would have felt like an opportunity missed for the visitors, given how the game panned out, but to lose it altogether will be a real kick in the teeth.
And they have no-one to blame but themselves.
They got off to a dream start, taking the lead through Emile Smith Rowe after just 13 minutes, but instead of pushing on and seizing the initiative, they sat back and allowed United back into the game.
Bruno Fernandes equalised just before half-time and then Cristiano Ronaldo slotted Manchester United in front soon after the interval with his 800th goal.
It was a lead the hosts didn’t hold for long, with Martin Odegaard scoring an excellent equaliser just two minutes later for Mikel Arteta’s side.
At that moment they again looked well set to go on and get the win, only for Odegaard to inexplicably bring down Fred and give away a penalty 20 minutes from time.
Ronaldo scored from the spot and this time there was no way back for Arsenal.
Arteta looked crestfallen at full-time. He will know full well that this was a huge opportunity for his side to make a statement.
Instead questions will once again be asked about Arsenal’s struggles against the so-called big six.
Arsenal have now lost five league games this season; four of those defeats have come against Chelsea, Manchester City, Liverpool and Manchester United.
One positive to take from this defeat is that it was completely different from the drubbings the Gunners took at the Etihad Stadium and Anfield, but that will be of little consolation to Arteta.
Victory at Old Trafford would have seen Arsenal move into the top four. They would have gone two points clear of West Ham, who they play at home in just over a week’s time, and eight ahead of United.
But instead they remain in fifth and have let United off the hook.
It's a hugely frustrating defeat and the form of Pierre-Emerick Aubameyang is becoming a real worry. The Gunners captain has now gone five games without a goal and at present he doesn't even look like scoring.
This is the type of game when Arsenal needed their captain to step up and perform, but instead it was left to the excellent Gabriel Martinelli to cause the United back line problems.
It's becoming increasingly difficult to justify starting Aubameyang, such have been his performances of late, and his struggles are a clear example of why Arsenal will be looking to spend big on a new centre-forward next summer.
The key for Arteta will now be picking his players up ahead of Monday night’s trip to Everton.
They responded well after the recent defeat at Liverpool and they will need to do something similar this time around with the busy festive period looming large.
Arsenal’s improvement since the summer transfer window closed has been huge, but it’s on nights like this that you realise just how much Arteta’s young side still have to learn.
Their tendency to sit back after getting themselves in front is becoming a common theme this season.
They have got away with it at times, like when they held on to win at Leicester and in the north London derby, when they stopped playing after half-time, but they were punished for it at Old Trafford.
Arteta’s side controlled the opening stages and it was no surprise to see them go in front, although the nature of Smith Rowe’s goal certainly came as a shock to everyone inside the ground.
Getty ImagesThe England international crashed a shot past David De Gea, who was lying on the floor after getting stamped on by Fred as a corner was swung in.
Smith Rowe clearly had no idea that the United keeper was hurt when he took the shot and referee Martin Atkinson did not blow his whistle until the ball had hit the net.
So he had no option but to give the goal, despite the United complaints.
It was a lead Arsenal deserved, but as we have seen time and time again this season, they were unable to build on it.
United looked there for the taking, but instead of pushing on and trying to kill them off, Arsenal began to sit deep and invited the home side on.
Arteta has previously voiced his annoyance at his team’s inability to build on a lead and you could see the Arsenal boss getting more and more frustrated as the half wore on.
The one time Arsenal did commit to getting men forward they almost doubled their advantage, but Gabriel Martinelli was unable to finish off some excellent play from Odegaard in the box.
It proved to be a costly miss as United drew level just before the break when Fernandes was on hand to steer Fred’s pass beyond Aaron Ramsdale.
Ronaldo’s second-half brace then earned the home side the points, but only Odegaard will know why he decided to trip Fred from behind to give away the decisive penalty.
The Norway international had scored an excellent equaliser 15 minutes earlier, but undid all his good work with his inexplicable decision to challenge the Brazilian from behind.
It was dreadful decision-making from Odegaard and it cost Arsenal at least a point.
At 2-2 it felt like they were favourites to go on and win, but once they fell behind again it was always a long way back.
They had some half chances, with Bukayo Saka twice failing to take advantage of decent positions in the box, while Pierre-Emerick Aubameyang was denied by De Gea, although the Gunners skipper was probably just offside.
It was another disappointing night for Aubameyang, who has now gone five games without a goal and Arteta will need to make a big decision on his captain if he doesn’t raise his game quickly.
Arsenal will now return to London licking their wounds.
Defeat at Old Trafford is not an unfamiliar feeling for the Gunners. But this one will feel just that little bit more painful.