The Red Devils slumped to another defeat on Sunday (11.05.25) as they lost 2-0 at home to West Ham and the coach claims that United are "losing the feeling that we are a massive club".
Amorim said: "We are losing the feeling that we are a massive club and it's the end of the world to lose a game at home.
"If we are not scared of losing a game as Manchester United and don't have that fear anymore, it is the most dangerous thing a big club can have."
United can salvage some respect from a miserable season by winning the Europa League but Amorim claims that the club have "bigger" issues to worry about.
The Portuguese coach said: "Everybody here has to think seriously about a lot of things.
"Everybody is thinking about the [Europa League] final. The final is not the issue. We have bigger things to think about.
"I'm talking about myself and the culture in the club and the culture in the team. We need to change that.
"It's a decisive moment in the history of the club.
"We need to be really strong in the summer and to be brave because we will not have a next season like this.
"If we start like this, if the feeling is still here, we should give the space to different people."
United are winless in their last seven Premier League matches and Amorim is concerned about the "lack of urgency" in his team's play.
He said: "There's a lack of urgency when we're defending our box and there's a lack of urgency when we are near the box.
"We need to be more aggressive and feel that it is the end of the world when we are not winning a game.
"There is a feeling that it's OK because we cannot change our position so much. It is a big concern."