Having dominated the first half we suffered the huge blow of conceding a goal seconds before half-time as Wayne Rooney headed home Ashley Young’s corner.
We were on top again for the first 15 minutes of the second half but then United struck again with a goal out of nothing for a 2-0 lead on the hour.
Young curled home the third to completely deflate the Lane on 69 minutes and it was left to Jermain Defoe to strike a late consolation.
“It’s tough to take because I thought for the majority of the game we gave a good account of ourselves,” reflected Ledley.
“But if you fall asleep at vital times you will get punished.
“We conceded the first goal at a bad time. That was disappointing, a free header in the six-yard box shouldn’t be happening.
“We tried to regroup, tried to come out and perform again, tried to lift ourselves and we did that, but went to sleep on a throw-in.
“You won’t beat teams like United unless you are fully concentrated for the full 90 minutes, and that was a bit of a lesson.
“You can’t fault our work-rate but it’s those moments that make all the difference.”