Goals from Virgil Van Dijk and Mohammed Salah sent the visitors back to Manchester with their tails in between their legs.
Manchester United were without Marcus Rashford upfront following his injury against Wolves in the FA Cup third-round replay.
Martial missed a glorious opportunity that could have brought Ole Gunnar Solskjaer’s men into the game in the second half.
Andreas Pereira set the 24-year-old through on goal, but he could not slot the ball past the Reds goalkeeper Alisson Becker.
Keane was left fuming at the former Monaco man for missing United’s best chance of the game, and insists he is not the man for the big occasions.
"Anthony Martial has come to Manchester United and the big strikers score in the big moments, but his miss sums up his career at the club - excellent build-up play, but you have to hit the target," the former Republic of Ireland midfielder said on Sky Sports.
"No excuses. The big strikers who are remembered by the supporters hit the target and the back of the net, and that’s why that guy is not quite good enough for Manchester United.”
"That moment summed him up."
