United are eight points adrift of table-topping Manchester City going into this weekend's showdown with Newcastle.
The Independent says last month Mourinho complained about City, who are backed by the wealthy Abu Dhabi royal family.
He discussed the financial state of the game with compatriots from Benfica.
And among the topics of conversation were clubs that are heavily funded by states.
A high-level source revealed that Mourinho said if can be difficult to compete "against a state".