"Yes, I'm happy here,' he says. "Since I came here it has not been the greatest moment in the club's history. It's been a different approach and a new stage after Sir Alex Ferguson.
"We've had a few managers, different players coming and going, but I feel really happy to be at this club. I feel privileged to play for Manchester United. It is something when I'm old I will always be proud of."
The Spaniard was shown an exit door by Mourinho at Chelsea, and many believed that the same would happen to Mata at United when Mourinho joined the club last summer.
However, the 29-year-old has defied the odds by proving to be a key player for Mourinho this season.
"I cannot control what people think," added Mata.
"But I can control myself and my aim, and my head is focused on trying to win trophies.
"There are no problems with the manager. We have a good relationship and I will always say nothing ever happened, we didn't have an argument or anything like that. There was too much talk but I believed in my ability."