Jose Mourinho's men fell to a 1-0 defeat at Old Trafford as the Italians dominated proceedings despite being the away side.
The visitors had 70% of the possession in the first 45, something which Scholes described as "embarrassing".
"Juventus have outclassed United in every area of the pitch I think,' Scholes told 'BT Sport' at half-time.
"Credit to (Paulo) Dybala he’s finished it well. I give Juventus credit for an away performance against a big club, not a big team as they once were, but they have been so composed.
"There is such a gulf in class. When United have the ball they look nervous. Is (Jose) Mourinho happy with that? Maybe he is. Who knows? When you’re watching that you are a little bit embarrassed."
Fellow pundit Rio Ferdinand was in agreement, saying: "It’s very similar to the last two games going a goal behind. If I was to try and sum that game up you'd say it was men against boys.
"We asked for a fast start which you’d expect under the lights in the Champions League. It’s been a lethargic first half and the shape and invention of this Juventus team has caused United plenty of problems.'