As the game was winding down, Mourinho started to creep out onto the pitch as he shouted at his players to get back into position.
With Mourinho encroaching, and also shouting at the fourth official, referee Craig Pawson sent the Red Devils boss to the stands in the 94th minute.
Mourinho was asked why he was sent off during his post-match press conference.
"I don't know," Mourinho replied. "I don't know. Craig told me to leave and I left. I don't know. He told me to leave, I left."
When asked if he collided with the linesman when encroaching onto the pitch, Mourinho responded, "No, with the fourth official."
On his way off the pitch, Mourinho took the time to shake the hands of all members of the Saints coaching staff, with the game just about to end.
Romelu Lukaku scored the game's only goal in the 20th minute, keeping United level on points with Manchester City at the top of the table.