Brighton stunned a lacklustre United with two early goals through Glenn Murray and Shane Duffy.
Romelu Lukaku halved the deficit before the break before Pascal Gross, after being scythed down by Eric Bailly, restored the two-goal lead from the spot.
Paul Pogba scored a late consolation penalty in second-half injury time but it was too little too late as they went down to a 3-2 defeat.
Mourinho was asked by a Sky Sports reporter after the final whistle if the thought United suffered from poor individual performances.
But the question didn’t go down well as the United boss refused to answer it .
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“When I talk about individual performances, and sometimes when I’m critical with players, you just don’t accept it,” he snapped back.
“The press, the pundits, are always very critical of me when I go in that direction so please don’t ask me to go in this direction because it’s not good for me.
“I will be very, very happy to analyse my players’ performances when the performances are very good.
“It’s a great thing for me to come in front of the cameras to come and say players a, b and c had fantastic performances and were amazing for me.
“When I can’t do that, don’t push me to the other side as I don’t want to go to that side.”
Mourinho had earlier lambasted the fact United had made some soft mistakes in the Amex loss.
“Too many mistakes. You are punished by the mistakes because sometimes teams, players, make mistakes and you are not immediately puished,” he said.
“But we were immediately punished for every mistake we made.
“The third goal is too hard and the team at half-time, we tried, and in the second half we tried.
“But from a mental point of view the punishment of these mistakes by goals, step by step, gave happiness and confidence to a good team like Brighton and took it from us.”
United legend Gary Neville put the boot in on his old club for a display dubbed by many on social media as their ‘worst ever’.
“Manchester United were poor on the ball and poor off the ball,” Neville said.
“They weren’t good enough in attack but the back four, especially in the first half, melted.
“You can’t melt away from home in the Premier League. You have to stand up strong.
“Deep down Jose Mourinho will know he wanted men of authority and leadership at the centre of his defence and he doesn’t feel he’s got them.”