Lingard came off the bench on Sunday to score a late winner against West Ham where he spent the second half of last season on loan.
Neville said during the podcast on Sky Sports: "I still maintain he should've left but he will have his moments.
"I was happy to see how he bounced back after what happened in Europe in midweek.
"To bounce back and score the winner is a fantastic moment for him. He's got good character, he's a very good player and I feel he should be playing 40-45 games a season.
"He won't get that at United in terms of 90-minute starts but he's one of those players that I do feel United will benefit from having.
"I just thought for Jesse himself, he should've left. United could be a better team with someone like Lingard in it."
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