LONDON -- Erik ten Hag said Manchester United players should know how to close out games after falling to another stunning collapse in the late 4-3 defeat away to Chelsea on Thursday.

United thought they had engineered a memorable comeback of their own, conceding two early goals only to claw the game back level by half-time and go ahead just after the hour mark through Alejandro Garnacho.

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Ten Hag's side maintained their lead deep into stoppage time but collapsed in the final moments, with Cole Palmer completing his hat trick with two last-gasp goals -- first from the penalty spot, and again moments after the restart, sparking jubilant scenes from the home sections of Stamford Bridge.

Palmer's winner on 101 minutes set a record for as the latest game-winning goal in Premier League history, per ESPN Stats and Information. It is the second straight match that United have been stunned in the final moments, with Brentford netting an improbable 99th-minute equaliser in their previous match.

"It was for the neutral an amazing game," Ten Hag told BBC Sport after the match. "A fantastic football game with a lot of quality.

"Manchester United dominated the game but we made individual errors that cost us the game. We have to learn from it. When you are a Man Utd player you should already know how to deal with this circumstance."

The result means United were unable to capitalise on Tottenham and Aston Villa dropping points this week, further denting any hopes United still harbour of qualifying for the Champions League.

"In five days we dropped five points. That is unacceptable. We should have a high standard if we want to compete for Champions League football," Ten Hag added.

"I don't know [if the top four is gone]. I have to see the ranking again. Points will be more expensive. It's very disappointing we're doing this and making the wrong decisions. We gave away a game we should have won."

United conceded 28 shots on Wednesday, taking their total to 107 shots faced in their last four games in all competitions. However, Ten Hag again said he was not concerned about the pressure on United's goal.

"It is ridiculous," Ten Hag told TNT Sports. "We showed we were fourth ranking before this game in goals conceded. Everyone is talking to each other after, we are good and we have good defending as a team, a good goalkeeper and a good back four so I cannot do anything with such stats."

United's task does not get any easier in their next game, with a tough test against Premier League leaders Liverpool at Old Trafford on Sunday.