Marcos Rojo is concerned by Manchester United's lack of goals after Louis van Gaal's men drew blanks in each of their previous two fixtures.
United followed up a 0-0 draw at home to local rivals Manchester City last Sunday with a penalty shoot-out elimination at the hands of Middlesbrough following a 120 goalless minutes in the last 16 of the League Cup, also at Old Trafford.
The Argentine believes the team's difficulty in finding the back of the net cost them on Wednesday and needs to be addressed quickly.
"The best chances [in the match with Middlesbrough] fell to us, but we couldn't manage to convert any of them," Rojo told MUTV.
"So then it went to penalties, which are always a lottery, and unfortunately it wasn't to be for us this time.
"It hurt a lot and we were still smarting afterwards because it's an important competition and we wanted to go a lot further in it.
"So coming off the back of two games on the trot without being on the mark does hurt and frustrate you a bit, but we are doing a good job at the back and defending well.
"We just need to turn the chances that we're creating into goals."
Louis van Gaal's side travel to Selhurst Park to face Crystal Palace in the Premier League on Saturday and Rojo is expecting a difficult game in London.
He believes the visitors will need to be wary of Yannick Bolasie, Bakary Sako and former United winger Wilfried Zaha.
"They will be strong and will try and take the game to us, but we need to go there ready to battle hard for the entire 90 minutes if we want to grab all three points," he said.
"I've seen a few of their games and they are very skilful and above all very quick, so we are going to have to be on our guard and mark them tightly to deny them the space they need to play well."
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