Defeat by Warnock's Leeds in the FA Cup tomorrow would be their last chance of silverware up in smoke.
Warnock said: "You really shouldn't rub Sir Alex up the wrong way because, if you do, the chances are you'll get punished for it. Roberto has got a fabulous squad of players at City and the money to go out and buy anybody in the world he wants.
"So the pressure is on to win trophies - and it must have come as a massive blow to him to go out of the Champions League so early.
"And it will be another huge disappointment for them not winning the league again - and there is no way they are going to do that now.
"They haven't got a chance of retaining the title because they have come across the maestro that is Sir Alex, who is a wily old fox who won't have taken kindly to City being crowned champions last time around.
"He will have set his stall out to make sure United finish in top spot this season - and there is a lesson to be learned there for Roberto. It is, quite simply, if you ruffle Sir Alex's feathers, you do so at your peril."