Jose Mourinho's side gave away a late equaliser in Belgium
Manchester United led through Henrikh Mkhitaryan’s first half strike but were pegged back by Leander Dendoncker’s late equaliser.
United now go back to Old Trafford with an away goal but without a lead next Thursday.
Manchester United player ratings against Anderlecht Thu, April 13, 2017
Express Sport rates the Manchester United players' performances during their 1-1 draw with Anderlecht
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Which Manchester United players impressed during their 1-1 draw with Anderlecht?
And Lineker mocked United for picking up another draw.
He tweeted: “A draw for Manchester United. Whoever would have thought?”
United have drawn 12 Premier League games so far this season – joint most with Middlesbrough.
A draw for Manchester United. Whoever would have thought?
— Gary Lineker (@GaryLineker) April 13, 2017
United face Chelsea on Sunday before the second leg with Anderlecht next week.
Jose Mourinho was critical with his strikers for missing a host of chances and failing to put the game to bed.
He said: "We have to kill matches. We had chances, control, but… we don't score goals… we risk.
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"There was lots of space to kill, good chances. LOTS of chances that we don't get because of a bad touch, sloppy touch, a flick, bad decisions in the last third.
"There was a team with good organisation at the back, but one mistake and we were punished."