United saw their unbeaten start to the season come to an unexpected end at the John Smith's Stadium, leaving the Red Devils five points adrift of local rivals Manchester City at the top of the Premier League table.
Manager Jose Mourinho was left furious with his side's attitude during the defeat, with Mata among those to bear the brunt when he was taken off at half time, but the Spaniard has called for fans to keep the result in perspective.
"We knew this moment would arrive sooner or later, although that's something you never wish for, of course," Mata wrote in his blog on the club's official website.
"Now, it's time to learn from mistakes and keep going, as we always do, showing that the team sticks together when things don't go so well, which is when we need it most.
"Since the European Super Cup defeat last summer, we've been performing really well against all kind of opponents. On Saturday, though, Huddersfield played their cards better than us and took all three points. All we can do now is congratulate them and move on. This is a not a sprint, but a marathon and there is still a long way to go.
"Let's not forget that, before that game, we had got a good win in Lisbon. We beat a very good side in Benfica, a team with plenty of Champions League experience."
United are back in action on Tuesday night, when they face Swansea City in the EFL Cup fourth round.