England international Lingard, who played 73 minutes of the clash at Wembley, has insisted that his team 'did not deserve to lose', but has now switched his attention to the 2018 World Cup.
"Don't know what to say, worst feeling I've felt in football to date," Lingard wrote on his Instagram account. "We didn't deserve to lose but that's football. The fans have been amazing all season they have stuck by us through the ups and downs and I can only say thank you.
"Quick turn around for the World Cup so looking forward to meeting up with the boys and doing the best we can in the tournament."
Lingard scored 13 times and registered seven assists in 47 appearances for United during the 2017-18 campaign.