The Norwegian has had a difficult start to the season, picking up five points from his opening four Premier League matches.
But former United defender Neville believes things are heading in the right direction at Old Trafford despite the early road bumps.
"When you have a young team like the one Manchester United have - it's got a lot of players who are developing and trying to improve themselves - I think they are going to get a lot of results like this where they do OK in the game,” he told Sky Sports.
“I thought they performed OK against Southampton, but they just don't have that clinical element which would allow them to see the game off and win it.
"There is an element of frustration from United fans because of where the club have been. There's still that recent history of big success under Sir Alex Ferguson, but there's been six or seven years now since that and there's an element of frustration building - real frustration - that they are not on the right track.
"I think they're on the right track in terms of what they're doing because the first thing United must do, you have to have a group of people in that changing room that want to be there.”
Neville pointed to the work of Klopp at Anfield and Pep Guardiola at Manchester City as evidence of the benefits of putting faith in a long-term project.
"Ole Gunnar Solskjaer, in what he is doing, is trying to play the long game,” he continued.
“To play the long game he is going to need the support from up above. He's going to need strong leadership over the next two or three seasons to be able to have those four or five transfer windows that he needs, not just to actually get people in the dressing room all facing the same direction, but to get the quality in that's needed. You need the quality to go with the alignment in the dressing room.
"What Pep Guardiola and Jurgen Klopp have done at Man City and Liverpool, it took time to get right. It took Guardiola 12 months, three transfer windows, because he had a better squad in the first place. It's taken Klopp three or four years to affect the culture fully and get a team fully in what he would say is his style, his culture and what he wants to do.
"It does take time. Solskjaer is working more with a squad like the one Klopp picked up at Liverpool than the one Guardiola inherited at City. From that point of view, this is going to be a long game at Old Trafford and it's going to be frustrating at times. There are going to be results like Southampton, Wolves and Crystal Palace along the way, but when you watch the team a lot of the principles are correct.
"They seem to be playing the right way. You see Daniel James score that goal and you see the way in which they are trying to play. The style of it is right, the bones are there. But there's still a very long way to go and it's going to be bumpy along the way."
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