Ole Gunnar Solskjaer's side let in an injury-time equaliser against Southampton and missed the chance to move up to third in the Premier League and the United captain admits that they need to be better at the back after conceding from a corner.
The England defender said: "At the start of the season, we had a terrible record conceding set-play after set-play. But we've been really good at them lately.
"The guy can't get a header in at our front post when we've got four men around it. We'll have a look at it and we'll learn from it.
"We're disappointed. We got control of the game and we had numerous chances to kill the game off. We weren't at our best.
"We're not saying there are loads of areas to improve on, but we did enough to win the game and a set-play has killed us in the end."
The Old Trafford club extended their unbeaten run to 18 games but Maguire suggests that they were made to pay for not killing the match off.
The 27-year-old centre-back said: "We weren't good enough on the ball. We gave the ball away far too much as a team, everyone in the team.
"We brought a little bit of pressure onto ourselves, we created chances, and we should kill the game off with a third goal.
"We have to dust ourselves down. We have some big games coming up, where we have to go for the three points."