Neville saw his new side twice take the lead through Robbie Robinson and a Gonzalo Higuain penalty but "Chicharito" Hernandez, who was coached by Neville at Old Trafford for a spell when the 44-year-old was working under David Moyes during the 2013 season, scrubbed out the lead on two occasions before Sacha Kljestan scored the winner on 81 minutes.
It was a bitterly disappointing ending for Neville, who had seen his new side dominate for large periods only to come unstuck with some less than impressive defending.
"I loved every single minute," Neville said, "apart from the result."
This was a big moment for Neville, the former England women's coach who was taking complete charge of a club side for the first time in his career having also spent a season coaching in Valencia in 2015.