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Lingard, who impressed in the win at Derby County on Sunday, didn't need much time to make his mark here. Greenwood rolled a pass into Facundo Pellistri, whose cushioned touch set up the England forward to score after three minutes.
United weren't ahead for long with Charlie Austin heading in QPR's equaliser from Lee Wallace's cross from the left.
Ole Gunnar Solskjaer didn't look too impressed as his side suffered a heavy preseason defeat in London.
Photo by Henry Browne/Getty Images
The teams went in at half-time level but almost in the blink of an eye, QPR were 4-1 up.
BrentfordHounslowUnited-kingdomScotlandAxel-tuanzebeJesse-lingardCharlie-austinTom-heatonAnthony-elangaLee-grantLee-wallaceFacundo-pellistri