The Red Devils missed the opportunity to seal progression into the last 16 of the competition due to an 89th-minute winner from Michael Lang.
The Premier League giants dominated the first half, but they failed to maintain the intensity after the break and ended up paying the price.
Daley Blind was at fault for the goal as the Dutchman allowed his opponent room to manoeuvre, but Mourinho is refusing to place blame solely on the defender.
"We lost because in the first half we should be 5-0 up but we could not score one goal after being so dominant," Mourinho told BT Sport. "It looks for many periods in the first half it was impossible not to win.
"I think the majority of the second half the feeling of everyone was OK, it will be 0-0, but they got the late goal. It is not fair for Blind to blame himself. He had a very positive game. We have to blame everyone on the pitch because we had so many chances."
United still look set to qualify as they will only miss out on the knockout rounds if they lose to CSKA Moscow by more than six goals in their final Group A match.