Manchester United s Norwegian manager Ole Gunnar Solskjaer applauds the fans following the English Premier League football match between Manchester United and Aston Villa at Old Trafford in Manchester, north west England, on September 25, 2021. AFP
United are still searching for their first trophy since Solskjaer took charge in 2018.
They finished second in the Premier League last season and lost the Europa League final against Villarreal, who visit Old Trafford in the Champions League on Wednesday.
Neville added to the pressure on his former United team-mate when he said Solskjaer needs to win trophies within 12 to 18 months because of the backing he has enjoyed in the transfer market.
Five-time Ballon d'Or winner Cristiano Ronaldo, England winger Jadon Sancho and France defender Raphael Varane joined United in the last transfer window, with Bruno Fernandes and Edinson Cavani arriving in 2020.
But United exited the League Cup earlier this month and are bottom of their Champions League group after conceding a stoppage-time winner at Young Boys in the opening game.
"That pressure is a privilege. To work in this environment, you have to embrace that pressure," Solskjaer told reporters on Tuesday.
"Yes, I have been backed. The progress and process has worked well. But we're in a results business.
"We've improved, expectations have improved with the signings and better performances.
"I'm here to win and Gary knows that. He's always got loads to say!
"I'm used to Gary. He's always said a lot, when I was sat next to him as well in the dressing-room."
Neville also called Solskjaer's team an "odd bunch" due to a tendency to win games through moments of individual brilliance rather than collective performances.
United lost 1-0 to Aston Villa in the Premier League on Saturday, missing the chance to go top of the table and making it three defeats in their last four games in all competitions.
"At this club we have an obligation to win and in a certain style," Solskjaer added.
"Sometimes that's risky and you lose one or two (matches). That's the way we do things and we'll get there."
Solskjaer confirmed a calf injury will sideline his captain Harry Maguire for some weeks, while left-back Luke Shaw is a doubt for Wednesday's match.
Unai Emery's third placed Villarreal are one point ahead of United in Group F after their draw with Atalanta.
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