Mourinho felt United were the better team until Nani's dismissal.
"They were very aggressive, they were very well organised tactically and the match was very difficult for us," he said on Sky Sports News.
"But I doubt that 11 against 11 we can win that match.
"I'm a bit frustrated because we played amazingly well against Barcelona and today I was waiting for more.
"I wanted my team to come here and to express our football in a different way.
"I know they are giants, not just physically but also mentally, I know they are fantastic and I know they have a manager who can motivate and organise people.
"But I was wanting us to come here and play in a different way."
While they have taken huge steps towards potentially being crowned European champions this season, Mourinho is aware there are still plenty of challenges to overcome.
"We've beaten one but the Champions League is full of good teams," he said.
"But this one was an important one especially after the result of the first leg and with a bit of luck we did it."