With the Spanish visitors needing to score after a 1-1 in the Bernabeau, they faced an uphill battle after Sergio Ramos's own goal just after the break.
United looked in control, keeping Ronaldo and his illustrious team-mates at bay, but the game turned on 56 minutes when Turkish referee Cuneyt Cakir sent Nani off for a high challenge on defender Alvaro Arbeloa.
Luka Modric grabbed the all-important equaliser and Ronaldo scored to ensure the win but with United manager Sir Alex Ferguson continuing to react furiously at the final whistle, his Portuguese counterpart was full of sympathy for his friend and rival.
Mourinho said: "The best team lost. We didn't play well - we didn't deserve to win."
Regarding the controversy, he added: "I am not talking about the decision - I didn't really see it. But 11 against 11 I doubt we could have won the match.
"I am a bit frustrated. We played well against Barcelona and today I was waiting for more and for us to express our football.
"United were very compact. They were very aggressive and were very well organised technically. I know Manchester United are giants, not just physically but mentally. I know they have a manager who can motivate then, but I was waiting for us to play in a different way.
"I had the feeling Modric would change the match though and he brought in qualities we didn't have."