Northern Ireland are hardly considered a super power in world football but had been expected to beat a side who went into the match with just three World Cup qualifying wins in their history - the last of which came in 1972.
Instead they slumped to a 3-2 loss and the result might easily have been worse with the home side creating several clear chances and hitting the crossbar as Northern Ireland laboured.
It was all a million miles away from the energetic, disciplined display that brought victory over Russia last month and a step down on the 4-2 defeat by Portugal on Friday, which at least contained several positives.
O'Neill's first campaign in charge of the side is now almost certain to be considered a disappointment, but there is an outside chance of redemption in their closing double header away to Azerbaijan and Israel next month.
And the manager left little doubt that he expected more from his squad when they next convene.
"There is no alternative but to have a response, it's as simple as that," he said.
"If we play again like we did against Luxembourg you have to question what is the point of the whole thing.
"We are not just here to fulfil fixtures and if we turn up and play like that it is a total waste of time.
"The players we have are what we have so we will get them back in, look at the game in the cold light of day and try to see why we were so poor and make sure that is not repeated.