The Italian giants took the lead through Paulo Dybala in the first half and dominated the match throughout, with United coming closest when Paul Pogba hit the post from long range.
Despite needing a goal, Mourinho did not introduce any one from the bench, with teenager Tahith Chong the only winger he could call on.
Asked why he made no changes, Mourinho explained: “Well, you have to bear in mind that Alexis Sanchez was in the stands, Jesse Lingard was in the stands.
“Fellaini may or may not have been in the stands – he might have been at home I didn’t see him. And the only really attacking options I had on the bench was a young 18-year-old lad whose never played in the first team before.
“And I didn’t think, given the dynamic of the game, it would have been appropriate to put him on.
“You can’t expect a young kid coming on, making his debut in a game like that, to be able to give me something like scoring a goal. So basically that’s why I didn’t make any changes and just stuck with the players we had out on the pitch.”