United suffered their eighth Barclays Premier League defeat of the season when they lost 2-1 at Stoke on Saturday.
They would have to go back a decade for the last time they suffered that number of setbacks in an entire campaign.
To find the last time they had lost so many games by the beginning of February it would require you looking back to that awful but ultimately pivotal 1989-90 season, when United finally secured their first piece of silverware under Sir Alex Ferguson - the FA Cup - after almost four years of trying.
Yet that was before the Champions League era, and the birth of the Premier League, which has given United access to such enormous riches.
This, after all, is a club that has just spent £37.1million on Juan Mata, and is preparing to invest heavily in further squad additions next summer.
"Obviously we're not in those positions at the moment and that's a worry," said Smalling.
"Time is running out to pick up these points and we've not done ourselves any favours with losses like this.
"We've got to go into it as if we need to win every game.
"We're the ones who have to catch (fourth-placed Liverpool) so we've got to win the points and put the pressure on them."
Though United manager David Moyes emerged after the final whistle to praise his team's performance, few observers agreed with the assessment.
Despite having Mata, Wayne Rooney and goalscorer Robin van Persie in the starting line-up, United did not impose themselves on the contest.
Asmir Begovic was not called on to save his team until the final moments when he clawed a goalbound Wayne Rooney free-kick onto the post.
It is clear the spark Mata's arrival from Chelsea provided needs a far more sturdy platform than the one afforded him at the Britannia Stadium, where United were suffering their first ever defeat.
Indeed, it was the first time they had lost to the Potteries outfit in the league since Boxing Day 1984, adding their name to a growing list of teams who have ended long sequences without a win against United, which now includes West Brom, Everton, Newcastle and Swansea.
"We need to stick together," said Smalling.
"It is only us players who can really get us out of this muddle.
"Each point we drop makes it more difficult. Other teams will drop points as well but we need to stop because we need to put pressure on other teams.
"We don't really talk about (the Champions League) but I think we all know if anything that's the minimum we need to aim for.
"If we can get on a good run, we've got the players."
Though United will stand by Moyes through this disastrous campaign, the Scot is blessed both by good fortune and cursed by bad luck.
His fortune is with a hierarchy, including Ferguson, who will not panic, even though it is hard to imagine any other leading club in Europe not jettisoning their manager if they found themselves in such strife.
At every other turn though, it appears Moyes is condemned to endure terrible fortune.
Losing both central defenders in the first half is bad enough. Moyes must wonder why Jonny Evans had to suffer a calf strain and Phil Jones suffer concussion, which scans happily showed no damage from, against the most physical of Premier League teams.
Moyes could do little either to prevent Charlie Adam's first-half free-kick completely wrongfooting David de Gea, or the Scot drilling in a "worldy" winner from over 30 yards.
"Losing two defenders to injuries and two goals which we could hardly do anything about just killed us," said Smalling.
"The manager is massively frustrated, like the rest of us. We have played a lot worse than this and probably won games.
"They say that when your luck's out ....but we need to pick ourselves up and get on with it and hopefully our luck will turn."