Louis van Gaal lost his most senior defender Jonny Evans to an early injury and had Tyler Blackett sent off late on as United collapsed to a 5-3 reversal at the King Power Stadium.
Blackett will be suspended for one game for the straight red card that led to Leonardo Ulloa's 83rd-minute penalty and Evans left the stadium on crutches.
"I don't know how bad Evans is," Van Gaal said. "We have to wait for a scan but he is on crutches."
With Phil Jones already sidelined due to a torn hamstring picked up when on England duty, the Dutchman is running out of options in defence for the next Premier League encounter.
"I think that Luke Shaw shall be fit enough to play, Marcos Rojo can play and Chris Smalling can play, so we can manage, but it's a thin choice," Van Gaal told MUTV.
United led 2-0 and 3-1 thanks to goals from Robin van Persie, Angel di Maria and Ander Herrera but capitulated to another embarrassing setback.
Two goals from Ulloa, a David Nugent penalty and further strikes from Esteban Cambiasso and Jamie Vardy rocked the visitors, although Rafael looked very hard done by when conceding the first spot-kick.
"You never expect it when you are two goals ahead for the second time," said Van Gaal. "You have to kill the game, you have to keep possession, but we could not do that. We gave it away.
"We created a lot of chances and scored some superb goals but you have to do it for 90 minutes and not 60."
