The score sat at 1-1 after a deflected Charlie Adam free-kick and a neat Robin van Persie finish when Adam smashed in another in the 52nd minute to win the game for the hosts.
Mata is adamant that the wet and windy conditions made life difficult at the Britannia Stadium, but concedes his new team must find a way to win close matches.
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“We were really unlucky with their first goal, and it reflects what the game was. We tied the score and we felt we could win, but right afterwards we conceded a second goal in a divided ball.
“It’s a tricky stadium, and the wind was not a good help to play football, but I honestly think that we didn’t deserve to lose.
“We had good chances, yet we couldn’t score.
“We went back home with no points, feeling that we just can’t lose this kind of games again.”
The Spaniard had previously made his debut at Old Trafford in a 2-0 victory over Cardiff City, and hailed the warm reception afforded him by the home fans.
“The week started with a victory against Cardiff. It was my first game with United, and it was in Old Trafford. I can assure you that I will never forget that night,” he added.
He added: “The reception from the fans was unbelievable. And the ovation when I was substituted, amazing. You get goose bumps.”