Granit Xhaka and Danny Welbeck did the damage in north London on Sunday and Mourinho has accepted United's hopes of a return to UEFA's elite competition via a league position are over.
The former Chelsea boss said: "It's a big club". You think I enjoy a big club like Arsenal not winning trophies? Honestly, I'm not enjoying that.
Mourinho continued: "But today I tried to win".
Aaron Ramsey gave a man of the match display in the Arsenal midfield and went close to opening the scoring in the first half with a shot that was well saved by David De Gea. So to have that record of winning so many matches, to not lose so many matches, it's something that's not normal. "I don't know if that's really the case, I don't think so", he said before adding that he is still learning about the Premier League. Seventeen matches with 16 players is completely impossible. For the first time in his career, Arsene Wenger defeated Jose Mourinho in a Premiership match, while Liverpool once again did an incredibly bad thing and lost the third place in the standings after they only managed to get one point from the game with Southampton. "I left Highbury, they were crying, I left Emirates Stadium, they were crying". They walk in the streets with their head low.More news: Israel releases record of Trump-Netanyahu meeting
Neville believes Mourinho smiling and laughing during post-match interviews, showed that his focus was probably on next Thursday's Europa League semi-final second leg against Celta Vigo at Old Trafford. I think Jones, Smalling, Mata were unbelievable, the way they performed after seven weeks of being out.
"We lost four players in one week, when we lost [Chris] Smalling and [Phil] Jones in the [England] national team and [Marcos] Rojo and Zlatan [Ibrahimovic] against Anderlecht" in the previous round of the Europa League.
"What's the difference between finishing fourth and fifth?" We still need Liverpool and Manchester City to slip up but stranger things have happened.
"I'm disappointed with the result, not the performance". After that we lost boys who could be alternatives - Ashley Young, Luke Shaw, Fosu-Mensah. They had the luck of [the first] goal. I can't ask any more from my players who haven't played a minute for several weeks.