United started the game well and were on top for the opening period of the match before Samuel Eto'o scored the first of his three goals to give Chelsea a lead against the run of play.
"We have to improve. I want better. The first 20 minutes were not good. I want the game to be in our control since the beginning and it was not," PA quotes Mourinho as saying.
"They started the match better than us and they were a bit unlucky that we scored in that moment. When you are better than the opponent, you have to go and try to kill the game. When the opponent is better than you, you have to identify that moment, you have to be humble and you have to control the game.
"For these 20 minutes they were better than us, but my team was compact, was solid, showed solidarity and we controlled them. Normally we need four, five chances to score a goal. Today first shot, first goal, second shot, second goal. Things were going in our direction."
Chelsea are now two points behind leaders Arsenal in the Premier League table.