"It is still close", the Sweden global said.
"Marcus Rashford is a 19-year-old kid who is in love with football", Mourinho said to BT Sport. "It is not one I want or the players but it is a competition where we are and that is the reality".
Although United hold the advantage going into next Thursday's second leg at Old Trafford, Mourinho feels the tie could have been over had his side taken their chances.
Alvarez then thwarted Henrikh Mkhitaryan and Jesse Lingard in one-on-one situations in quick succession before the break as United midfielder Paul Pogba's influence began to grow.
Mourinho revealed after the game that Rashford tends to hang around training sessions long after his teammates.
Mourinho added at his post-match media conference: "He worked really hard and caused them problems. He had a fantastic shot in the first half that (produced) a attractive save", added Mourinho.
The Estadio de Balaídos may be smaller than a lot of major European grounds but there were fans recording the Rashford free-kick and we get a couple of great angles on the videos below.More news: The four men vying for Iran's presidency
"The ball is very fast, the keeper made a movement and I think it is impossible to stop".
Mourinho said: "I'm very pleased with the performance but not pleased with the result".
"That was a short result". We are not going to Arsenal to say "beat us" or 'beat us 5-0 or 6-0.' We are going there to fight for a result. United did not dominate us running-out 4-0 winners.
"At the end of the day it's a set-piece that gets us".
It could prove a crucial away goal when the teams resume battle at Old Trafford next week, but former Manchester City striker Guidetti is confident they can upset the apple cart.
"That's what he does best and it is something we have to learn from".
The Spaniards now lie 11th in La Liga having lost their last three domestic matches and while they are unbeaten in their last five European matches (W4 D1), they have kept just one clean sheet in six Europa League home games this season.