Antony taunted Coventry fans and players after the shootout win on Sunday.
Ten Hag said today: "He was (provoked) and should not react like this. You have not seen the provocation, only the reaction, but he should not do it.
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"I've also seen Harry Maguire. We should acknowledge the performance of Coventry, coming back at 70 minutes when we dominated the game. The game must be closed, but the return from their side was very good."
On their targets, he added: "We have to win every game. That's what United stands for, that is our approach, go from game to game but we have to qualify for Europe and we have two opportunities in the league and the FA Cup final."