Like so many times during the Portuguese's first season at the Old Trafford helm, comfort made way for frustration as Thursday's quarter-final first leg came to a close.
Henrikh Mkhitaryan put United on course for a deserved victory at the Constant Vanden Stock Stadium, yet an inability to turn dominance into goals saw them caught cold by Leander Dendoncker's late header.
While United's away goal in the 1-1 draw could prove decisive, a 14th draw of the campaign in all competitions clearly irked Mourinho.
"The result is positive," the United boss said. "To play at home with an advantage, to start the game with an advantage, is a good result in any case.
"But I think the result should be much better and we can only blame ourselves because we had an easy game to play in the second half and we didn't play in attack with that instinct.
"We lost the ball easily too many times, we stopped our counter-attacks because of sloppy touches, sloppy decisions.
"And then we gave them the opportunity to have some counter-attacks that luckily our defenders were very much in the game and they resolved all these problems.
But if I was a Manchester United defender I would be very upset with the attacking players because they have to kill the game and they didn't.
Asked what he can do about United's poor finishing, Mourinho retorted: "Good question, difficult answer."
The need to "kill matches" is clear if United are to kick on and veteran midfielder Michael Carrick echoed his manager's sentiments.
"It was frustrating but we were so in control in the first half and we got sloppy," he told BT Sport.
"We've got to kill teams off and we were in control of the game but we didn't do that.
"It was frustrating but we didn't do that and we should have won that game comfortably.
Read the full article on eurosport.co.uk: Mourinho: If I was a United defender I'd be very upset with the attackers