The Red Devils have made a disappointing start to the season, claiming eight points from the first six games of the campaign.
But Mata insists that the team is on the right track to reclaiming the kind of glory they have not experienced since the retirement of Sir Alex Ferguson in 2012.
"Some people tell me I signed for United at the wrong time but being at this club is very special," Mata told the Daily Mail.
"Since I was a kid, I saw this club winning. When the opportunity to come to United arrived, I had no doubts. I wanted to feel what it was to be a Manchester United player from inside.
"It was the moment in which there was a big change in everything and we are still there in that process. It has taken a few years and I'm here those years. It is still a privilege to be here.
"I wish it was in a time when we were winning Premier Leagues but I want to change what is happening. We are getting closer. There is no way this club is not going to come back to where it should be."