He referred to incidents involving Jurgen Klopp and Arsene Wenger and fourth officials.
The Liverpool boss escaped punishment for screaming in an official's face in the draw with Chelsea while Wenger was handed a four-match ban for shoving an official.
Jose Mourinho walked out of his post-match duties last night
Manchester United missed a chance to close the gap to the top four
Mourinho claimed if the shoes was on the other foot he would receive a harsher punishment than his rival bosses.
But Mills believes the United boss' frustrations stem from results such as the draw against Hull yesterday.
"I think a lot of that is the Zlatan Ibrahimovic penalty appeal," Mills told Sky Sports.
Mourinho out! Man United fans furious after Hull stalemate
Wed, February 1, 2017
Express Sport brings you all the best tweets as Manchester United fans call for Jose Mourinho to be axed after their draw with Hull
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Manchester United fans are not happy with Jose Mourinho after drawing with Hull
Danny Mills believes Mourinho is is actually angry over Manchester United's form
"I don't think it was a penalty, it's almost a foul on Huddlestone rather than the other way round.
"They have had one or two harsh decisions but i think it's Mourinho's frustration more than anything else.
"They've created chances and enough opportunities to win games and they haven't and I think that's where his frustration lies."