Mata was named as the club's player of the season in 2012 and 2013, but fell out of favour under Mourinho and completed a £37.1 million move to Old Trafford on Saturday.
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"These are decisions a manager has to make, but for me it was a hard decision," Mourinho told BBC Radio 5 Live. "I'd love to have him in my squad, absolutely.
"But to have a player in this situation is hard. He deserves that Chelsea open the door for him.
"I like people to be happy. I'm so sorry I couldn't make him happy in this squad - I'm so sad with that, but I build my team around Oscar playing as my No.10."
Mourinho expects Mata to receive a warm reception from the Chelsea fans when he eventually returns to Stamford Bridge as a Manchester United player.
He added: "He's very classy. I think he's a player that stays in the fans' hearts and also in those of his colleagues.
"I'm just with him six months and I like him a lot. Imagine the people who have been with him for three years. He stays in the club history - he won important trophies and people loved him.
"He will come here with a Manchester United shirt on one day and the people will show him that."