Zlatan Ibrahimovic popped up with a late winner after spirited Southampton had fought back from 2-0 down in a thrilling EFL Cup final.
The big Swede headed home Ander Herrera's cross for his 26th goal of the season three minutes from time to deliver United's first major silverware under Jose Mourinho. He had earlier put United ahead with a free-kick, added to by Jesse Lingard's excellent strike, but the Reds were ragged for long periods and were pegged back by a vibrant and energetic Southampton side.
Manolo Gabbiadini, who had a controversial opener ruled out for offside, struck twice to equalise and now has four goals in three games since signing for the Saints from Napoli.
Saints fully deserved to force extra-time and looked set to do just that until Ibra, as he has done so often, had the decisive say.
Fraser Forster had saved well from Paul Pogba early on but then came the game's main talking point in the 11th minute.
Gabbiadini swept the ball home after Cedric Soares had cut it back, but the flag was up against the overlapping Ryan Bertrand and the goal was chalked off.
Saints made much of the early running but United took the lead, against the run of play, on 19 minutes.
Oriol Romeu brought down Herrera and Zlatan curled a sublime 25-yard free-kick over the wall and beyond the helpless Forster.
The goal did little to deter Saints who continued to press as David de Gea saved superbly to keep out James Ward-Prowse and Dusan Tadic.
Lingard had scored in both of his previous outings at Wembley and maintained that run once more this time out.
Anthony Martial, Juan Mata and Marcos Rojo combined for the latter to turn the ball infield to Lingard who finished well with a low effort.
Gabbiadini halved the deficit in first half stoppage time and then wiped out our advantage early in the second with a brilliantly instinctive strike.
Romeu headed against the post and Antonio Valencia rescued United with a brilliant clearance from Tadic's ball across goal.
De Gea saved well from Nathan Redmond and Ward-Prowse again went close from distance as United came under siege.
At the other end, Forster blocked well at the feet of Ibra, Lingard fired over and Marcus Rashford also went close as United upped the ante again in search of a winner in an increasingly end-to-end encounter.
Cruelly for Saints, it came with three minutes remaining when Herrera found Zlatan who headed in to seal a fifth League Cup triumph for United.
Overall team performance: 6/10
United Faithful Man of the Match: Zlatan Ibrahimovic. Who else.