Pogba stepped up and saw his effort saved brilliantly by Wolves keeper Rui Patricio.
However, Neville cannot understand why the Frenchman took the spot-kick in the first place.
Marcus Rashford took and converted a penalty for Manchester United on the opening day against Chelsea.
And Neville has questioned why, whether it is Pogba or Rashford, there is no one designated penalty taker at the club.
Gary Neville was fuming after Paul Pogba's missed penalty during Wolves 1-1 Man Utd (Image: GETTY/SKY SPORTS)
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Neville cannot understand why there is not a designated penalty taker at Man Utd (Image: SKY SPORTS)
Why is there a debate on who takes a penalty? There should never be a debate
Man Utd legend Gary Neville
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“Before he actually even took the penalty I was fuming,” Neville said on Sky Sports.
“Look, the only reason I’m holding back [is] four years ago when [Kevin] Mirallas took one off [Leighton Baines, I called it a despicable act, it’s treachery in football terms, taking a penalty off your team-mate.
“However, we’ve looked back at the penalty last week that Marcus Rashford took against Chelsea and Paul Pogba walked up to Rashford and they have a long chat.
“I’m not sure if Rashford took the one off Pogba last week and Pogba should have been taking the one last week, looking at what we’ve seen from the Chelsea game.
“But they have a long chat again, I don’t like it.
“Why is there a debate on who takes a penalty? There should never be a debate.
Paul Pogba missed a penalty for Man Utd against Wolves (Image: GETTY)
Man Utd: Pogba's penalty miss 'not a problem' says Solskjaer
“There’s a penalty taker, Pogba’s missed four at the club in the last 12 months. So you think that he’s had his chance now.
“Rashford scored last week - take the penalty.
“But there wasn’t a leader on the pitch, that’s why you saw the clips there basically it was [Daniel] James there, Martial. They couldn’t make a decision between them.
“But something wasn’t right, we were watching, something’s not right there.
“Initially I was fuming with Pogba, I thought it was ’typical you, selfish, why are you even thinking of taking a penalty off a player?’.
“But actually last week’s one, when I’m looking at it against Chelsea, it’s weird, something’s not right.
“Only Ole Gunnar Solskjaer is going to be able to shed light on it.”