Manchester United were beaten by Chelsea courtesy of N'Golo Kante's second-half strike.
The Red Devils battled valiantly with 10-men after midfielder Ander Herrera received his marching orders in the 35th minute. But their bid to win a treble was ended on a frustrating night at Stamford Bridge.
Mourinho cut a sulky but bold figure after the game, claiming he was Chelsea's No1 manager of all time.
And the United manager has claimed he won't be using Herrera's red card - or Zlatan Ibrahimovic's suspension - as reasons for the defeat.
“We don’t cry,” Mourinho said when asked about players ruled out.
“Nobody saw us crying this week because we don’t have Zlatan, because we don’t have this, we don’t have that, nobody had one single word from us crying about it.”
United will now turn their attentions to Thursday's Europa League second leg clash against Russian side Rostov (8.05pm).