The Brazilian was back on Teesside last weekend and spent time in conversation with Mowbray during a Former Players' Association dinner at the Riverside Stadium.
Juninho told the club's official website: "He is upset like all the supporters because the way the team was playing before Christmas, we expected to be at least in the play-offs.
"But football doesn't work exactly how you are thinking. I like talking to Tony, he knows very much about football and he has a similar way of thinking about how we should play.
"He likes the players to always go forward and that's good, it's the way it should be."