While the Red Devils appeared to wrap up a comfortable 3-0 victory on paper, Mourinho felt his side relaxed too much after going two goals up and insisted there is no time to gamble in any match United play, regardless of the scoreline.
The manager's comments could have been taken the wrong way by some players, but Mkhitaryan is in agreement with the Portuguese and highlighted the importance of full concentration for 90 minutes.
“Everyone knows Mourinho is very demanding and what he said is right,” the Armenian told a press conference ahead of Wednesday's UCL clash with CSKA Moscow.
“He didn't exactly say names, but everyone thinks: 'I've done something bad, I've made mistakes.'
“We are trying to improve that aspect and be more focused for the whole game and not play some PlayStation in the last 20 or 25 minutes.”
Mkhitaryan has been a key figure in United's impressive early season form, scoring once and racking up five assists throughout a series of consistent displays, with a number of those assists coming later in matches.
As such, the 28-year-old believes staying focused for the duration has been pivotal to his contributions.
“Everyone knows that football is not only 90 minutes,” he said.
“I try to stay focused as at the end the opponent gets tired and you have to use that as a chance to cause them trouble.”
A win on Wednesday would see Man Utd go three points clear at the top of Champions League Group A, with CSKA currently behind the Old Trafford side on goal difference alone.