United crashed out of the Champions League to Bayern Munich last week before being held to a goalless draw at Blackburn on Sunday.
The result leaves Chelsea in pole position, a point clear of United with a game in hand, and the Red Devils have now dropped 17 points in games following a Europeran fixture.
Up against it: Neville and United couldn't find a way past Blackburn
Sir Alex Ferguson's side lost to Chelsea just days after going down in the first leg of their tie against the Bundesliga giants in Munich two weeks ago.
Neville said: 'Losing 2-1 at home to Chelsea in the league was a big disappointment for us. We had lost in Munich earlier in the week and playing after European games has been a problem.
'To lose to Chelsea and lose our position at the top of the league, and then be knocked out of the Champions League, is the worst thing that could have happened.
'At a club like Manchester United we do have great highs but because we compete in the biggest competitions we do suffer sometimes as well.'
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