United are in Ukraine ahead of their final Group A match with Zorya needing a draw to seal their place in the knockout stages.
With Europa League matches being played on Thursdays, it leaves little time for United to prepare for weekend Premier League games, and as a result their domestic form has been underwhelming.
United have won just one of their last eight Premier League contests, drawing six of those encounters.
Since arriving at Old Trafford Mourinho has been less than enthusiastic about the competition and the strains it places on his squad, but he insists remaining in Europe is a priority.
"We know that it's a crucial match for us so if we lose the match we can be out," he told a media conference. "We don't want to be out.
"Zorya are out but they have a match to play and I believe that they are going to try to win the match as well.
"It's an important competition for us. It's difficult because we play Thursdays and then Sundays, we're never given a Monday match to have one more day to rest and prepare. So it's difficult to play along with the domestic competitions.
"But we want to try to win it. We want to go to the knockouts and try to go as far as possible, step by step. The first step is a difficult one, which is to qualify from a very difficult group."
However, Mourinho was not impressed with the pitch in the Stadion Chornomorets in Odessa - the match moved due to the ongoing conflict in Ukraine.
"The flight was good thank you. Good and calm. The hotel is good, the stadium is good, the pitch is bad, but it is very cold and I know that it is difficult to have a better pitch," he added.
"The pitch is hard, it's icy. UEFA know the conditions and everybody knows that in mid-December the conditions in Ukraine and eastern Europe are more difficult, so if UEFA are worried about it, they should change the fixtures and not have the last ones in mid-December.
"The stadium is beautiful, it's new, it's well taken care of. The pitch is new, they're trying, but it's very difficult and people cannot make miracles."