The Portuguese coach was commenting after his side crashed out of the Champions League at the last-16 stage.
The Red Devils' lacklustre performance on the pitch cost them as Sevilla earned a 2-1 victory at Old Trafford following the goalless draw in Spain.
During his post-match interview with BT Sport, Mourinho was reminded that the club only have the FA Cup and top-four race in the Premier League to focus on.
In response, the former Chelsea boss seemed to make a dig at Liverpool for no longer being in domestic cup competitions, although United's arch-rivals did make it into the quarter-finals of the Champions League.
"Liverpool have the Champions League but they don't have the FA Cup," said Mourinho. "That's football, that's life, we lost. Tomorrow is another day, Saturday is another match."
United's next match will be a final-eight clash against Brighton & Hove Albion in the FA Cup this Saturday.