United spent most of the quarter-final first leg on top in Belgium and looked good value for their lead when Henrikh Mkhitaryan scored nine minutes before the break.
Anderlecht improved after the interval, though United remained the better side and should have gone on to win.
But Leander Dendoncker salvaged Anderlecht the draw late on and Mourinho was left agitated by the performances of Marcus Rashford, Jesse Lingard, Zlatan Ibrahimovic and substitute Anthony Martial.
"Marcus Rashford? I think he was the same as the others," Mourinho said to BT Sport. "Jesse Lingard, Zlatan Ibrahimovic, Anthony Martial – I thought they were all similar.
"Sloppy is the right word - in my poor English I cannot find a better word. We need to play more seriously.
"If you put together the performances of the four attacking players, you squeeze and squeeze and squeeze and you don't get much juice out of it.
"We have to kill matches. We have chances, control, but we don't score goals - you risk.
"[We had] good chances, lots of half chances that we didn't transform into full chances because of bad decisions or bad control. There were very bad decisions in the last third."