The controversial second-half dismissal of Red Devils winger Nani while the aggregate lead was held by United changed the tie in Madrid's favour.
While he did not want to comment on the sending-off of his compatriot, Madrid manager Mourinho confessed that United were the better team on the night.
He told ITV Sport: "Independent of the decision, the best team lost. We didn't deserve to win but football is like this.
"I am not speaking about the decision as I am not sure about it. Independent of that, the best team lost."
Ladbrokes have now installed Madrid as 11/4 favourites to lift the trophy.