The Red Devils were deservedly beaten at the Mestalla Stadium and only pulled a late goal back through substitute Marcus Rashford. Mourinho, who made eight changes to his team for the trip to Spain, spoke to the media after the defeat and was asked if he had gleaned anything about his players.
He replied: "No, maybe you did. Not me. I didn't learn anything from this game. Anything. Nothing that happened surprised me at all."
United travel to Anfield to face Premier League leaders Liverpool on Sunday, and some supporters may have wanted a better answer from the manager after a humbling result.
Ashley Young came on to combine with Rashford for their only goal in Spain. Mourinho also confirmed to Samuel Luckhurst of the Manchester Evening News that those two, as well as fellow substitute Jesse Lingard, will start against Liverpool: "You have only to find eight more."
Carlos Soler opened the scoring with a low drive from inside the box (U.S. only):
Phil Jones then slid in an awkward own goal that perhaps could have been attributed to a lack of match sharpness (it was just his sixth appearance this season):
United were guaranteed to advance from Group H regardless of the result in Valencia, but Young Boys' shock 2-1 win over pool winners Juventus meant three points would have given United the first-place finish.
Paul Pogba was one of those who failed to impress despite being restored to the starting XI, and Mourinho said he expects more from his players:
"But I expect [better] from my players, especially players that week in, week out, you ask me 'why don't they play?', 'why they don't they start?'
"[It] was a good match to play, a match without any kind of pressure, a match in a competition that everybody likes to play.
"And, in the end, my team improved, really, when I made the changes that I didn't want to make, which is a little bit of [a] frustration because I didn't want to play the three players that I played in the second half."
Marca writer Chris Winterburn provided additional quotes from the Portuguese manager, who sounded glad just to join Juve in the last 16:
Mourinho added he doesn't expect the draw to be significantly different after United finished second. However, Wednesday's loss will be seen as a missed opportunity against Valencia, who have the joint-worst attack in La Liga this season (12 goals scored in 15 games).
United went in at half-time a goal down at the Mestalla, and Mourinho noted the damaging impact of Jones' own-goal just after the restart:
Romelu Lukaku kept his place up front, Sergio Romero started in goal, while Marcos Rojo came in at left-back and Jones partnered Eric Bailly in central defence.
Andreas Pereira was also given his first United start since August against his former loan club, and writer Daniel Harris joked his sense of invention didn't fit in with his chief's tactics: