Saturday's game against bottom of the league QPR saw United go behind for the 13th time this season, before recovering to win 3-1 thanks to three goals in the space of eight minutes.
Falling behind is something Lindegaard thinks United need to urgently address, if they are to be leading contenders for the Premier League title this season.
"We should be concerned. It is a bad habit," said Lindegaard.
"We have to look at it. I just asked one of my team-mates afterwards, 'what would have happened if we hadn't conceded a goal?' it was like a wake-up call.
"It is a bad feeling to have conceded a goal in this match. It is very disappointing."
Lindegaard is currently in the United side after David de Gea had an issue with his wisdom teeth and the Dane is unsure who will eventually be established as Sir Alex Ferguson's No.1.
He added: "The tendency lately is that David has played.
"Unfortunately for him, he has been out with a teeth problem which I am trying to benefit from.
"I still don't see a clear picture on how things are going to develop throughout the season.
"It is not more than a week ago I read in a Danish paper that 'Lindegaard had lost the battle', which says a lot about how ignorant they are."