Ole Gunnar Solskjaer was left to rue missed opportunities as Manchester United failed to take the chance to book their place in the Champions League last 16.
Two goals from Neymar either side of Marquinhos' third Champions League goal since the competition resumed in August handed Paris Saint-Germain a 3-1 win at Old Trafford.
In a thrilling contest, Marcus Rashford had cancelled out Neymar's opener, with the forward scoring for a third straight Champions League match against PSG, becoming only the second Englishman to net six goals in a group-stage campaign, behind Tottenham star Harry Kane.
Rashford's strike, which took a wicked deflection off Danilo Pereira, was one of 12 attempts United managed in total – one less than PSG's tally – though the hosts could only get five on target.
Anthony Martial was guilty of a glaring miss early in the second half before PSG's record goalscorer Edinson Cavani struck the crossbar against his former club.
Fred should have been sent off in the first half, though his second booking just after Marquinhos had made it 2-1 to PSG saw United reduced to 10 men.
With United's comeback hopes severely dented, Paul Pogba lashed a volley just over before Bruno Fernandes saw a header saved by Keylor Navas.
Then Neymar – who registered three of PSG's six attempts on target and created four chances – swept in his second in stoppage time.
It means United head into the final matchday needing at least a point against RB Leipzig to progress from Group H, while the away side has won all four Champions League matches between the Red Devils and PSG.
"It was a very good game of football, it deserved fans. When you saw the teamsheets, you thought there'd be goals in this game," Solskjaer told BT Sport.
"Chances for both teams – of course, with a bit more clinical finishing, we should have finished the game halfway through the second half.
"We had some big chances, big moments. That's the difference when you get to the big games, the clinical moments. Games are always decided at either end.
"In games like this, if Marquinhos had bigger studs on he would have been offside, that's a marginal decision as well. Sometimes you can't really put your finger on it. They were the better team, because they scored, but I thought both teams played really well."
While Solskjaer lamented his side's finishing, he acknowledged United were fortunate not to have Fred sent off earlier.
Fred, who conceded four fouls in total, clashed with Leandro Paredes midway through the first half and appeared to headbutt the PSG midfielder.
Referee Daniele Orsato checked the replays on the pitch-side monitor, yet bizarrely decided to only book Fred, who did later receive his marching orders for what many felt was a fair challenge on ex-United team-mate Ander Herrera.
"Fred shouldn't put his head towards him. I don't think he touched him, but he shouldn't do that, so he's a bit lucky, it's either nothing or a red card," Solskjaer added. "I thought maybe he was a bit lucky to stay on."
It was a sentiment echoed by United captain Harry Maguire, who told BT Sport: "I haven't seen [the headbutt incident] back.
"It's strange how he gave a yellow card – it’s either nothing or a red card, I presume. For sure in the second half, it wasn't a yellow card. He's won the ball.
"I can see it two yards away, the linesman is five yards away and the referee is close to it as well."
