De Gea was in inspired form to help United to a 3-1 victory over Arsenal at the Emirates Stadium on Saturday, making no fewer than 14 saves - including a stunning double-stop to deny Alexandre Lacazette and Alexis Sanchez - to keep the rampant hosts at bay.
Asked whether he has ever worked with a better goalkeeper, Mourinho told reporters: "Yes. Romero. Because he plays [against CSKA] and my goalkeeper is always the best goalkeeper in the world.
"So now David is the third best. Romero is number one, Joel number two and David is the third best."
United will qualify for the last 16 of the Champions League unless they lose by seven goals or more at home to CSKA this evening.