Manchester United were on a 17-game unbeaten run in all competitions prior to last night's EFL Cup defeat.
Jose Mourinho will be vying for his second United trophy when they take on Southampton in the final on February 26.
United are also still in the FA Cup with Wigan paying a visit to Old Trafford for their fourth round tie on Sunday (4pm).
Jose Mourinho's Manchester United are in the EFL Cup final
Manchester United player ratings against Hull in EFL Cup semi-final second leg
Thu, January 26, 2017
Express Sport brings you Manchester United's player ratings from their EFL Cup semi-final second leg clash with Hull
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David De Gea – 5.9
I think the league is a little bit too much, so you look at getting in the Champions League through either finishing in the top four or winning the Europa League
However, things haven't quite gone to plan in the league as United find themselves sixth, 14 points off leaders Chelsea, and four adrift of fourth-placed Liverpool.
And Neville reckons his former club should be looking at taking silverware from the two cup competitions and the Europa League with the title now out of reach.
"If you win a trophy it's a successful season," he told Sky Sports. "They've got an unbelievable fixture list coming up, playing every two or three days, so how they handle that will determine whether they finish the season really strongly.
"I think the league is a little bit too much, so you look at getting in the Champions League through either finishing in the top four or winning the Europa League. United can more than do that.
Man United fans delighted at securing spot in EFL Cup final
Thu, January 26, 2017
Manchester United fans are delighted at securing a spot in the EFL Cup final after beating Hull
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Manchester United are in the EFL Cup final after beating Hull on aggregate
Paul Pogba scored United's only goal at the KCOM Stadium
"They've got to start by winning the first major trophy in February against Southampton.
"When you watch United now they are 100 per cent going in the right direction. They are playing with a better style, they are playing with more confidence and they've got determination about them.
"They've lost tonight, but qualified for a major final and those players didn't really celebrate at the end of the game.
"That shows how far they've come. The standard has been risen at that football club back to where it should be."