United have already secured second position in this season's Premier League, which is their highest finish since Sir Alex Ferguson left the club at the end of the 2012-13 campaign.
The 20-time champions have been unable to challenge Manchester City for the title, however, with Pep Guardiola's side running away with the league.
City are currently 19 points clear of United with one game left, but Jones has said that his team 'are not a million miles away' as they look to close the gap next season.
"We definitely feel like we're progressing. We've got a great squad with a lot of quality and we've got a mixture of youth and experience now. I really don't feel like we're a million miles away," Jones told Sky Sports News.
"I know there's a lot of speculation and people would disagree with that, but I see these lads every day in training and in games and I know the characters inside and out so I think we're heading in the right direction.
"It's not been the ideal season. We've not accumulated as many points as we'd like, we've dropped points we shouldn't have and it has ultimately led to the gap between us and Man City.
"When we've had our dips, going back to the seasons when we've won the league, we've still managed to pick up the points but I think this season, we've not been able to do that. But I still think we're heading in the right direction and progressing as a team."
United will finish their 2017-18 Premier League campaign at home to Watford on Sunday afternoon before facing Chelsea in the FA Cup final next weekend.