Wolves were sent crashing out of the Carling Cup, following their 1-0 defeat to ten-man United.
Brazilian youngster Fabio da Silva was sent off for United on the half-hour mark.
McCarthy said: “My assessment is that we didn’t do enough to win it.
“We’ve been patted on the head, had our bellies tickled and sent back down to Wolverhampton like the nice little Wolverhampton and don’t upset the apple cart which annoys me really.”