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Featured Image Credit: Fabrizio Romano/Instagram
Dalot went down on the half hour mark after a nasty collision and blood could be seen seeping through his sock.
The United medical team rushed on to help Dalot and Aaron Wan-Bissaka was stripped to come on, but Dalot opted to continue.
Fabrizio Romano shared images of the 22-year-old's ankle post-match and it was a gruesome sight. Check them out below.
Dalot took to Twitter and posted a message of: "Thank you for the messages. It’s all good now with the help of the Doctor. Onto the next one! Good image for those who like anatomy."
The Portugal international spent last season on loan at AC Milan after falling behind Wan-Bissaka in the pecking order.
Milan were keen to take him on loan once again but United blocked the move and opted to give the youngster another chance.
Interim manager Ralf Rangnick has taken to Dalot and he's featured in five of Rangnick's seven games in charge so far.
Scott McTominay's first-half header secured United's passage to the fourth round but they were second-best for large parts of the game.
Villa had the ball in the back of the net twice through Danny Ings and Ollie Watkins respectively.
Ings' strike was disallowed after Jacob Ramsey was judged to have fouled Edinson Cavani in the build-up, while Watkins was offside for his effort.
Liverpool legend Steven Gerrard returned to Old Trafford for the first time as manager and got a sly dig in at full-time.
He told The Guardian: "It was relatively quiet – I have been to noisier stadiums than this.
"It was a good cup tie, a good atmosphere but in terms of what I got, water off a duck’s back."
United travel to Villa Park on Saturday for a Premier League clash and the home side will be boosted by the arrival of Philippe Coutinho.
The Brazil international will link up with former teammate Gerrard this week after joining on a six-month loan from Barcelona.