The Red Devils’ former captain believes the players, not Erik ten Hag, are the issue.
The Dutch coach is under huge pressure as United threw away a two-goal lead to draw 3-3 against Porto in the Europa League.
Maguire, who scored the late equaliser, told TNT Sports: "I think when you go 2-0 up away from home in a place like this, you've got to be a little bit more solid and a little bit more secure.
"There were far too many gaps, too many crosses coming into the box for sure. I think in that first half there were five or six dangerous balls coming into the box and they ultimately punished us for it. We played really well with the ball in the first half but really poorly without it."
Maguire added: "It's more probably a mental issue. I think it's something that we've got to overcome. It probably starts with belief. When we go 2-0 up and concede does the belief go a little bit between the boys that we can go on and win the game here?
"It's something that we need to be aware on and something we need to focus on. We need to make sure that when we do concede we get together, we regroup and stick together, because that's part of football and something we need to do better."