United drew 1-1 away to Anderlecht in the Europa League last night
United will take an away goal into their Europa League quarter-final second leg at Old Trafford, but the Portuguese boss feels as though his side should have killed the tie in Belgium.
"The result should be much better and we can only blame ourselves," Mourinho told reporters during his post-match press conference.
"We have an easy game to play in the second half and we didn't play in attack with that instinct.
"We lost the ball too many times and we stopped our counter-attack too many times with sloppy decisions."
Henrikh Mkhitaryan gave the home side the lead on 37 minutes with a simple tap-in, but the visitors were unable to capitalise further despite their superior number of chances.
A persistent problem this year, United were once again left to rue their inability to kill a game when the conceded a late Anderlecht equaliser.
Leander Dendoncker popped up three minutes from time to give the home side a goal to bring to Old Trafford for the return leg.
"We gave them the chance to have some counter-attacks, but luckily our defenders were very much still in the game.
"If I was a Manchester United defender I would be very upset with the attacking players. They have to kill the game and they didn't."
United have racked up 10 1-1 draws in all competitions this season and is part of the reason their battle for the top four domestically has been hampered.
Mourinho said his side's performance wasn't entirely poor and praised the defensive efforts of some of his players.
"I would say it was a strong performance by the team from a defensive point of view. [Jesse] Lingard, Mkhitaryan and [Marcus] Rashford all did defensively what we asked them to do.
"They covered direct opponents and covered spaces. We were solid defensively, but that's not just about the defenders. That's about the whole team."
On countless occasions this season Mourinho has taken aim at his players, including English defender Luke Shaw and Anthony Martial.
He added: "It's not just about the chances we missed, because we didn't miss so many. It's the half-chances, where you feel the space and the time is there, but the decision is wrong.
"We had control and chances, but we didn't score enough goals."
Anderlecht's Leander Dendoncker wheels away in celebration after scoring his side's equalising goal in the Europa League on Thursday night. Image: Geert Vanden Wijngaert/AP/Press Association Images