Manchester United drew 1-1 with Anderlecht in the first leg of the Europa League quarter-final.
Henrikh Mkhitaryan had given the Red Devils the lead on 36 minutes but the visitors failed to hold onto their narrow advantage as they conceded four minutes from time.
Mourinho's side created plenty of chances with 16 shots in the game.
Jose Mourinho was frustrated his side didn't take their chances Manchester United player ratings against Anderlecht Thu, April 13, 2017
Express Sport rates the Manchester United players' performances during their 1-1 draw with Anderlecht
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Which Manchester United players impressed during their 1-1 draw with Anderlecht?
We have to kill matches. We had chances, control, but… we don't score goals… we risk.
But the Portuguese boss was frustrated at his side's sloppy play in the final third.
He said: "We have to kill matches. We had chances, control, but… we don't score goals… we risk.
"There was lots of space to kill, good chances. LOTS of chances that we don't get because of a bad touch, sloppy touch, a flick, bad decisions in the last third.
Henrikh Mkhitaryan gave Manchester United the lead in the first half
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"There was a team with good organisation at the back, but one mistake and we were punished."
United welcome Anderlecht to Old Trafford for the return leg on Thursday (8.05pm).