Mourinho was speaking after their disappointing 2-2 draw with Burnley.
He said in his press conference: "One thing is a big club and another thing is a big football team. They are two different things.
"We are in the second year of trying to rebuild a football team that is not one of the best teams in the world.
"Manchester City buy full-backs for the price of strikers. When you speak about big football clubs, you are speaking about the history of the club."
When it was pointed out United have spent heavily - roughly £300million - since Mourinho took charge in 2016, the Portuguese boss said: "OK, (but) it is not enough. The price for the big clubs is different than for the other clubs.
"The big historical clubs, they are normally punished in the market because of their history."
Mourinho was then asked if he intended to spend big in the January transfer window but left the room before answering.