Two goals ahead of the Dutch giants at kick-off after an excellent performance in Amsterdam seven days ago, the Red Devils got off to the perfect start this evening when Javier Hernandez put them in front after just five minutes.
United failed to capitalise though. And after Aras Ozbiliz had levelled on the night, the midfielder then set home nerves jangling four minutes from time by dropping a free-kick on to the head of Toby Alderweireld, who powered home from close range.
Another for the visitors would have sent them through on away goals. Thankfully for a red-faced United, they did not manage it and England avoided another dreadful European night on what has been a pretty poor campaign all round.
In his programme notes, Sir Alex Ferguson had dismissed the theory this was a competition his team did not want to be involved in.
However, he will know significant improvement will be required against an Athletic outfit that have already secured a Copa del Rey final meeting with Barcelona and are pushing strongly for a place in next season's Champions League.
Memories of the manner in which his side tossed away a two-goal lead in the Champions League against Basel before eventually scraping a draw that ultimately cost them their place in the competition burned deep enough in Ferguson's psyche for the United boss to issue a warning yesterday.
United started as though the prospect was unthinkable.
Nani had already forced Kenneth Vermeer into a flying save when Dimitar Berbatov brilliantly found Hernandez with a defence-splitting pass.
The Mexican skipped inside Jan Vertonghen before finding the bottom corner.
It was the fourth consecutive game Hernandez has scored, taking his season's tally to 10 and confirming he has now found the form which made him one of last season's sensations.
Had Hernandez been more selfish when he was set free by Fabio not long afterwards, United might well have doubled their lead.
As it was, he opted to try and pick out Berbatov with a square ball which Vertonghen was wise to.
It was not the last time the Ajax skipper made a timely intervention, which must have been noted by both Harry Redknapp and Stuart Pearce, who were present in the directors' box.
And the visitors' other star man, Christian Eriksen, took his cue to start making an impact at the other end.
David de Gea was unconvincing as he pushed one of Eriksen's teasing crosses out of his six-yard area and was fortunate Rafael was on hand to complete the clearance.
The large and voluble visiting contingent drew boos from their home counterparts as they launched into a song in favour of former hero Luis Suarez.
It was not long before they had something more meaningful to agitate United with though as the home defence failed to smother growing danger outside their penalty area.
Phil Jones' intervention only presented Ozbiliz with a half-volley which he lashed home in clinical fashion.
Jones had been at the centre of a pre-game stir when the official UEFA team sheet had indicated he was about to become United's youngest captain.
When the teams emerged though, Park Ji-sung was wearing the armband and his 20-year-old team-mate relegated to a mere foot soldier.
It is surely a job Jones will get one day though. And his timely second-half clearance came during a period of the game when Ajax were starting to get on top.
Nicolas Lodeiro wasted a good opportunity which Eriksen had created, then De Jong powered a header goalwards that brought a brilliant reaction save from De Gea.
Ferguson was sufficiently vexed to bring on Paul Scholes in a double change that highlighted Jones' versatility as he moved into central midfield alongside the old maestro.
The move worked to the extent of halting Ajax's incessant stream of attacks but it was not until Danny Welbeck made his way on to the pitch that Nani flickered back into life, cutting in from the right flank before clipping the bar with a brutal shot.
Alderweireld's late header really made life interesting.
But whilst it gave Ajax a victory they just about deserved on the night, it was not enough.