Manchester United now have to contemplate an unwanted run in the Europa League, Europe's second-tier competition, which they won in 2017.
Harry Maguire looked distraught as he was sent off in the first-half against Denmark last month, and England ended up losing the match by a solitary goal.
Jack Grealish sparkled and Harry Maguire enjoyed a moment of redemption in Thursday's 3-0 friendly win against the Republic of Ireland.
Uruguay striker Cavani almost scored with his first touch after coming off the bench in the second half, but Manchester United were unable to break down Chelsea's well-drilled defence.
Harry Maguire, the world's most expensive defender, has struggled for Manchester United since his well-documented Greek court case in August.
UEFA Nations League: Harry Maguire continued with his woeful Manchester United form, as England crashed to a defeat vs Denmark.
Manchester United got a hiding from Tottenham Hotspur and their skipper Harry Maguire made no friends with his on-field exploits.
Manchester United manager Ole Gunnar Solskjaer on Saturday confirmed that defender Harry Maguire will retain captain's armband.
England boss Gareth Southgate removed Harry Maguire from the squad after he was given a suspended prison sentence of 21 months.
Harry Maguire said plain-clothed police officers, who he says did not identify themselves, pulled over his group's minibus, threw him off the vehicle and hit him in his legs.
Harry Maguire's appeal nullifies the 21-month suspended prison sentence handed down to him and there will now be a full retrial in a more senior court.
Harry Maguire was handed a 21-month suspended prison sentence on Tuesday after being found guilty of assaulting a police officer, attempted bribery and other charges by a court in Greece.
Harry Maguire has been withdrawn from the England squad for their Nations League matches against Iceland and Denmark after the Manchester United captain was given a suspended prison sentence following a brawl in Greece.
Harry Maguire has denied all charges and said he will appeal the verdict by the Greek court.
The Manchester United captain was arrested after a fight at a nightclub on the island of Mykonos in Greece.
Manchester United captain Harry Maguire will appear before a prosecutor on Saturday to face charges of assaulting police on the island of Mykonos.
Manchester United said in a brief statement they were "aware of an alleged incident involving Harry Maguire in Mykonos last night."
Manchester United's defeat in the Europa League semi-finals means they are now without a trophy in three seasons.