After falling behind to Etienne Capoue’s first half opener, United equalised through Marcus Rashford and looked the more likely winners until defensive errors allowed Juan Camilo Zuniga to fire Watford ahead in the 83rd minute.
Troy Deeney’s stoppage-time penalty rubbed salted into United’s wounds, but it was United left-back Luke Shaw’s failure to stop Watford’s second that most frustrated Mourinho.
“Their second goal is a mistake that goes against our plan and our training, because our intention was for their wing-backs to be pressed and not let them progress,” he said.
“And what happened was the guy gets the ball 20-25 metres away from our box and instead of being pressed, we give him the space to progress. (Nordin) Amrabat receives the ball and our left-back (Shaw) is 25 metres from him instead of five.
“But even at 25 you have to jump and go and press, but no, we wait. It’s something that doesn’t become perfect in a couple of weeks. So we have to improve, no doubt, individually and collectively.”
Mourinho was unable to confirm if French winger Anthony Martial suffered a concussion in a first half collision with Watford’s Daryl Janmaat.
Martial eventually came off holding his head after losing possession just before Watford’s first half and Mourinho criticised referee Michael Oliver for failing to give a free-kick.
“You don’t ask me about that if you think that nothing happened,” Mourinho said.
“The referee’s crucial mistakes are not in my control, there is nothing I can do about that.”
Watford boss Walter Mazzarri could have been forgiven for revelling in Mourinho’s problems after the pair clashed when they were managers in Serie A.
But the Italian was happier that the impressive performance proved his methods can work in the Premier League.
“I’m pleased for my players. Most of all I’m happy because this will give us confidence. It means my work is having an impact,” he said.
“We were better than them and deserved the points. We prepared the game very well. We studied them all week.”