The Spanish midfielder was in his second appearance for his new club when they lost 2-1 to Stoke City in wet and windy conditions at the Britannia Stadium.
After Charlie Adam's deflected free-kick and Robin van Persie's equaliser, the former fired home a stunning go-ahead goal which ended up being the winner, prompting Mata to implore United to make it more difficult to lose in tight situations.
"Unfortunately, we didn't win our second game of the week, in Stoke," the Spaniard wrote in his weekly blog.
"We were really unlucky with their first goal, and it reflects what the game was. We tied the score and we felt we could win, but right afterwards we conceded a second goal in a divided ball.
"It's a tricky stadium, and the wind was not a good help to play football, but I honestly think that we didn't deserve to lose.
"We had good chances, yet we couldn't score.
"We went back home with no points, feeling that we just can't lose this kind of games again."
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