After fighting back from 2-0 down, United took the tie to penalties after drawing 2-2 and were eliminated in the shootout.
Afterwards, a shell-shocked Amorim said: “I just want to say sorry to our fans, I have nothing to say anymore about the performance. When everything is so important in our club and you try to do everything.
"You have come from pre-season, even Arsenal you lose the game but you are there, you are improving and you see the performance, but then reach this kind of game, when everything is so important in our club.
"And when you start a game like this… I think my players are talking really loud about what they want, so I’m really sorry to our fans, I have nothing to say anymore.”
He added, “I know the best team won today. The best players lost, because when you are a team you can win any game. It was really fair the football today.”
With no European football this season, last night's Cup exit leaves United only the Premier League and FA Cup to aim for this season.