An eight-part series was released on Friday following the Citizens throughout their successful 2017-18 campaign, which ended with them finishing 19 points clear of United at the top of the table.
Mourinho was not impressed with All or Nothing, though, suggesting that money cannot buy everything in the case of the Red Devils' arch-rivals.
"You can have a fantastic movie while respecting others," he told Sky Sports News. "You don't need to be disrespectful to have a fantastic movie. You can be a rich club and buy the best players in the world but you cannot buy class and they showed that clearly, that was really obvious."
Last season's title-winning margin was the biggest in Premier League history.