Mourinho's side were blown away on the south-coast as Brighton scored twice in two minutes thanks to goals from Glenn Murray and Shane Duffy midway through the first half.
When United also lost on their last visit to Brighton in May, Mourinho lambasted those handed their chance to fight for a place in the FA Cup final in one of a series of public tirades against his players. "They had more anger than us and that showed on the pitch", said Pogba. We made mistakes we shouldn't make. We made mistakes we shouldn't make. But from a mental point of view, the accumulation of the mistakes and the punishment of the mistakes with goals was giving confidence to a good team like Brighton, and took that confidence from us.
"We are going to try, but it's a very difficult job in front of us because second was really hard and this season is going to be really hard for everyone to finish top four". We came here with an intention and then suddenly you are losing 2-0.
Gabriel Jesus claimed the second after neat inter-play with Mendy, although Jon Gorenc Stankovic pulled a goal back for the visitors from a long throw-in just before half-time.
Shaw moved to Manchester United in a £27m deal from Southampton in the 2014 summer transfer window.
Romelu Lukaku got on the scoresheet for the first time this season, while Paul Pogba converted an injury-time penalty, but the victory was no more than Brighton deserved, with Jose Mourinho's side poor throughout.
"I'm very proud of the performance, particularly the reaction from last week and a knowledge with the quality that United have got, if you allow them to play the game then they can hurt you".
Mourinho added: "The second reaction is that, because I am in the movie, I could ask for some royalties". It's not good for me.
"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 don't think its right that City have dragged up interviews with Jose and De Bruyne, obviously that was a mistake. When I can not do that, don't push me to the other side because I will not go to the other side. "I couldn't be happier and I have to say - I am not saying for me, I am saying for him - that it is totally untrue that we had a problem during the week".