The Greater Manchester outfit were bought by Neville and other members of Manchester United's Class of '92 in 2014.
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Since then, they have risen from the lower divisions of English football to the Football League, arriving in League Two in 2019.
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Recent campaigns have seen them attempt go even further and reach League One, and this season they reached the play-offs.
However, they were unable to overcome Stockport in the semi-finals and face another season in the fourth tier, with Agbonlahor quick to laugh at Neville.
Tweeting just moments after they were beaten on penalties, he said: "Congratulations Stockport! HAS ANYONE SEEN …. GARY WHERE ARE YOU!!! I'll tag you Gary!!"
Salford held a 1-0 aggregate lead from the first leg in their trip to Stockport on Saturday afternoon.
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Isaac Olaofe gave the hosts the lead in the 68th minute to send the tie to extra-time.
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Stevie Mallen scored with a deflected strike to leave Salford eight minutes away from a trip to Wembley, only for Jack Stretton to ensure penalties would decide the match.
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However, Stockpot ran out as 3-1 winners with goalkeeper Ben Hinchcliffe saving twice, and will face either Carlisle or Bradford in the final.
Neville was on hand to offer his congratulations, tweeting: "Congratulations to Mark [Slott, Stockport owner] and Stockport County. All the best in the final. So close lads, Salford. You gave everything and more."
Salford will now play a fifth consecutive season in League Two and have to wait another year for a further attempt at promotion to the third tier.