United had hauled themselves level through Marcus Rashford after Etienne Capoue’s first-half opener, only for substitute Juan Zuniga to restore Watford’s lead and skipper Troy Deeney to administer the knockout blow with a stoppage-time penalty.
Defeat, United’s third in a row across all competitions, saw Mourinho’s side slip to seventh in the Premier League, six points behind leaders Manchester City.
“I was completely aware that we were not the perfect team, that we had lots of players who are not end products and can make their own mistakes,” said the Portuguese.
“My only doubt was the way they can cope with the negative moments that come sooner or later. I feel that some individuals probably feel too much pressure and that responsibility.”
Capoue scored his fourth goal in six matches to hand the Hornets a 34th-minute lead, which they held until shortly after the hour mark when Rashford equalised with United’s first shot on target.
Napoli loanee Zuniga lashed home inside the final 10 minutes, just 53 seconds after replacing Capoue, before Deeney sealed victory with a last-gasp spot-kick.
Manchester United boss Jose Mourinho accused some of his players of failing to deal with the pressure of representing the club after slumping to a third straight defeat against Watford yesterday.