“Manchester United sold players that I would never sell and bought players that I would never buy,” Mourinho told the BBC in a preview of an interview to be aired on Thursday night.
United have lost their place as the dominant force in English football since Sir Alex Ferguson called time on his glory-laden reign in 2013.
The Old Trafford giants turned to Mourinho after frustrating spells under David Moyes and Louis van Gaal — a period when United flashed the cash without much success.
The Portuguese says he would never have moved for some of those brought in, with some of those exiting United puzzling him.
Pressed by host Gary Lineker which players he would have liked to retain, Mourinho said: “I would never have sold Di Maria, Chicharito, Danny Welbeck — never, no chance.”
Di Maria was allowed to join Paris Saint-Germain in August 2015 after a woeful and unsettling year at Old Trafford.
Hernandez joined Bayer Leverkusen in a cut-price deal later that month, while Van Gaal allowed Welbeck to join Arsenal the previous summer.
Asked if Manchester United were capable of returning to glory days past, Mourinho said: “Forget it. Don’t try to go 10, 20 years ago because it is not possible any more.
“We are not ready to be Manchester United. We are not ready to be a dominant force. We are not ready to try and win everything.”
Speaking ahead of Thursday’s 1-0 Europa League victory against Rostov at Old Trafford, Mourinho added: “I found a sad club. Manchester United sold players that I would never sell, bought players that I would never buy.
“Because of the nature of the club, and of myself, we are ready to fight for every game, every point. But there is a space between the general ambition of such a giant club and what we are in reality.
“Many other teams in England are going to finish the season without a trophy. But we have to fight for the top four, we have to fight for the Champions League. The EFL Cup is not enough to say that the season is over.”
Three Van Gaal signings — Luke Shaw, Bastian Schweinsteiger and Anthony Martial — were left out of the squad for Thursday’s Europa League round-of-16 second leg against Rostov.
The trio trained away from the main group on the eve of the game, with Martial having missed Monday’s FA Cup quarterfinal at Chelsea through injury. Shaw was called up by England on Thursday despite only playing twice for United since Nov. 30.