An outclassed Celtic did well to escape with just the three goals against, such was the utter dominance of the Danes.
Twenty-four shots, 12 on target. Fifteen with nine accurate in a frightening first half. Such numbers do not usually happen against Celtic.
In this instance, the margin of defeat could have been by so many more. Of all the concerns O'Neill, his staff and his players will carry home, this will perhaps weigh the heaviest.
It cannot be overstated how good Midtjylland were.
It will take quite something for them to be shifted from the top spot in Europe's second-tier competition, but Celtic, who had their sights set on the Champions League just a matter of months ago, shouldn't have been so easily obliterated.
O'Neill has brushed away suggestions of taking this job on a permanent basis during his two wins up until now.
Here, he was provided with a painful picture of how seismic the task at hand actually is. And it was one which might make his mind up for him.