"I think we are going to the right way. This season, we cannot take credit out from what Man City have done because they deserve to be champions and they have been almost perfect this season, or perfect. I think we have to keep going in this way. I think we are doing things right and try to be back playing finals," he told reporters.
"I think I've been here already four seasons and I have played a lot of finals here, which is very good. This club is about trophies but first of all to win trophies you have to play finals and I think we are doing that. I think we've done good.
"Normally in a normal Premier League we should have been fighting for the title with the amount of points we had. But Man City did perfect, so the only thing we can do is try to do the same next season.
"Try to not make some mistakes that we made this season - some games that we should have won against teams that - with all my respect for the team - we should win those games. As I told you, keep fighting for titles, keep coming to Wembley - hopefully - and that's all we can do."
United won the Community Shield, EFL Cup and Europa League during Mourinho's debut season in charge of the club.