The Norwegian earned a lot of good will last season by finishing third in the Premier League.
But the pressure is already on after an opening game defeat to Crystal Palace at Old Trafford.
"I think Solskjaer got a lot wrong yesterday," Cascarino said on talkSPORT.
"Because he should have made changes a lot earlier. There was no urgency.
"I was watching Leeds in the earlier game, and then watching Man United at 5:30pm, and I was thinking, 'maybe United do need something different'.
"Not players, but maybe they need Bielsa.
"I'm looking at Man United and thinking they do the exact opposite of what Leeds do – they don't take risks.
"When Ole gets it right – and he has got it right in a good few games – they are offensive and attacking and dangerous from many parts of the team.
"But yesterday they were laboured, sloppy and never had anything which represents Manchester United."