The Red Devils made it through to the Europa League final on Thursday by overcoming Celta Vigo 2-1 on aggregate, extending their season by another few days.
"I think it makes sense to say but I don't feel like that, I don't want the players to feel like that, I don't think the board feels like that because we work very hard".
It has not been an easy first season for Mourinho at Manchester United following his appointment as Louis van Gaal's permanent successor last summer.
The England global will miss the first three games of next season's Champions League campaign as a result.
"I think it's fair that Sergio is going to play the final and David accepts that, especially because he's already played Europa League matches and if we win the trophy, David wins the trophy".
"He helped David Luiz prove me wrong in that back three, because I did not rate him as a defender in a two, but have to take my cap off to the way he has played this season".
"But again, I accept that to your eyes are the football results that make that decision and I'm ready for that".
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Last season's FA Cup was the only major trophy United had to show in the three seasons since the Scot's retirement, with Mourinho taking over a team needing help. I have to give some minutes to everyone because we have only 15 players, we don't have more, so I have to play them.
'This year we won 2-1 at the Bernabeu against Real Madrid and they are almost in the Champions League final so we know we can do it.
"We, Manchester United, for us it is more important to win titles than to finish top four".
"I think United will win the Europa League, Mourinho has the track record to pull himself through", he told the Sunday Supplement.
"But we fight for titles and probably other clubs finishing in the top four, probably they would like to be in our position to try and fight for the title".
He has the chance to complete the collection in the Europa League final a week on Wednesday when Man Utd face Ajax.