United's Europa League triumph in Stockholm in May secured their path to the group phase of Europe's elite club competition for the first time since 2015.
The early Premier League pacesetters were placed in Group A during Thursday's draw for this season's competition, and Mourinho expects a difficult test to finish in the top two.
"I think it's a dangerous group," he told a media conference ahead of Saturday's league clash with Leicester City.
"If you go to the recent history of United, United lost against Basel, United couldn't beat Benfica in two matches, I think also against CSKA Moscow the last time was 0-0 or 1-0 or something.
"I know the three places, I never played against Benfica in the Champions League but of course, I know the dimension and the quality.
"I played a few times against CSKA, I played against Basel too, I know the places. It's not going to be easy."