Defeat at Brentford leaves United sitting 14th on the Premier League table, with the club already knocked out of the Carabao Cup.
"Really disappointed because all week we were speaking about keeping the momentum going, getting another win under our belt and yeah, if you lose this game, it's a big blow obviously," De Ligt said.
"Not a nice feeling, obviously. Everybody is really disappointed. I think first of all, they are disappointed with themselves. The first thing you have to control is yourself. And if you can do that, you are first disappointed with yourself, and then also with the team and the whole result, so really disappointed."
De Ligt urged United to stick together.
"It's the most important thing, it's the only thing we can do," he said. "As I said, it's a lot of time the same song, but still we have to stick together.
"We lost against City, we won against Chelsea, so for the next game we have to analyse what went wrong in this game because a lot of things went wrong. We need to be prepared for the next game."
He also said, "I mean it's always easy to look to the manager, but in the end, the players on the pitch have to do it. We can't say the goals we conceded, or the chances we conceded, are because of what... I don't know, you guys always talk about the system.
"That also has a lot to do with focus, concentration, and if that's lacking in key moments, it's going to make a difference. Against a Brentford team who plays like this, they will kill you."