Along with the 2-1 loss, Nicola Zaniolo was sent off for kicking at an opponent off the ball, which was spotted by the assistant referee even before VAR.
“Betis had more technical quality, especially in the first half, yet we had more chances and that is the contradiction of the game that hurts us, because we had the opportunities to score," Mourinho told Sky Italia.
“It is easy to recognise they are a team with an elevated quality on the ball that caused us problems in the first half, but after that, the chances were all ours. Zaniolo hit the woodwork, Bravo made a save, we wasted two incredible chances, especially with Cristante.
“I thought a draw would've been the logical result and Betis were very happy to score a goal at the end.
“We are talking about a tired team, one that is trying to win, Matic was able to press and Spinazzola could not, so they found the space at the back. I think it was an error that came from fatigue.
“It hurts, because although it was not a great performance, the team did not deserve to lose."
Asked about Zaniolo's red card, Mourinho added: “I did not see, the assistant was there and saw. It is a shame he didn't see the yellow card for Pezzella, who should've been sent off. I didn't see, but Zaniolo certainly did something."