Marcus Rashford netted after just five minutes before Rasmus Hojlund added a second and Wolves survived an onslaught to reach half-time.
A Pablo Sarabia penalty gave them hope, but that hope dashed four minutes later when Scott McTominay headed in a third.
Max Kilman’s smart finish restored some hope once again, before Pedro Neto’s 95th minute goal seemed to snatch a point.
But just two minutes later Kobbie Mainoo finished to steal all three points and leave Wolves devastated.
