But the former Everton midfielder is looking forward to the game against his old club on Sunday and has revealed the players have been set the challenge of winning the last five fixtures.
Speaking to MUTV in his role as co-commentator on the Under-21s' 2-2 draw with Norwich City at Old Trafford, Neville explained the focus now is finishing the campaign on a high and targeting silverware next term.
"We've not had a lot of positivity this season," he admitted. "It will be important to go into the summer to send our fans home, the players and the manager home with the knowledge we've finished the season strongly. That's the aim and the challenge.
"When you get to this stage of the season, it's been quite foreign for this group and this football club, to be out of all the competitions and not challenging for a trophy. There is a really empty feeling and there is an empty feeling in my belly.
"When I joined in the summer I thought we'd be challenging for trophies and this group of players is used to winning trophies and medals and parading around the pitch after the last game of the season with the championship, European Cup or FA Cup.
"That is where the emptiness comes from and it will stay with us until we win the Premier League back again or the FA Cup or the Capital One Cup or the European Cup.