The game finished 1-1 after extra-time before Boro won 8-7 in the shootout when United forward Anthony Elanga fired his spot kick over the bar.
Ralf Rangnick’s side missed the chance to open the scoring when Anfernee Dijksteel fouled Paul Pogba in the box, but Cristiano Ronaldo missed the subsequent penalty in the 20th minute.
The hosts did go ahead five minutes later, though, when Jadon Sancho’s deflected effort beat Boro keeper Joe Lumley.
United had more opportunities to extend their lead but were pegged back in the 64th minute when Matt Crooks bundled home an equaliser to force extra-time.
Here’s how each Boro player fared at Old Trafford: