“I don’t think we are favourites against nobody,” he said.

Watch: Hull City v Manchester United highlights

“It doesn’t matter where we play, against who, we are never favourites. Normally the stadium is windy and it’s difficult.”

Mourinho also tried to claim that his team’s unbeaten record remained intact despite their defeat at Hull, who prevailed on the night courtesy of Oumar Niasse’s 85th minute goal.

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It was United’s first loss in 18 matches, but having disagreed with the decision that led to Tom Huddlestone putting Hull ahead from the penalty spot, Mourinho claimed the outcome had been invalid.

“We didn’t lose. It was 1-1. I only saw two goals,” the United manager said at a chilly KCOM Stadium.

“I saw [Paul] Pogba’s goal and their [second] goal was a fantastic goal. Great action, great cross and the guy in the far post coming. 1-1.”

Huddlestone put Hull in front in the 35th minute after Marcos Rojo was adjudged by referee Jon Moss to have tugged Harry Maguire’s shirt.

Mourinho refused to divulge his thoughts on the penalty, but suggested United’s control of the tie had been unfairly taken away by Moss.

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“I don’t want to speak about the penalty, but I don’t want also to speak about the performance,” said the Portuguese, whose side will tackle Southampton in the final at Wembley on February 26.

“Because to speak about the performance again, I have to say the game was in the pocket, the game was under control and something happened to open the game.”

Hull had shown greater enterprise up to that point and although Pogba levelled, stabbing home after Huddlestone had inadvertently toed the ball into his path, Niasse’s goal gave them victory on the night.

The Senegalese forward converted David Meyler’s volleyed cross to score his first Hull goal since signing on loan from Everton and give the club a first victory over United since November 1974.

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Hull have won three of the five games they have played since Marco Silva succeeded Mike Phelan as manager earlier this month and he is confident they are on the right track.

“I see progress. Always I see progress in our last games,” said Silva.

Watch: Hull City manager Marco Silva

“Game by game I see progress and it’s important. Game by game I see the players take more confidence.

“Our organisation in this moment is better, I’m sure about this. It’s obvious, it’s clear. We need to continue to do our work.”

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But while Silva is confident his side can bridge the two-point gap currently separating them from safety in the Premier League, his team is being pulled apart before his eyes.

Jake Livermore has joined West Bromwich Albion and top scorer Robert Snodgrass is reported to be on the verge of signing for West Ham United, prompting Silva to admit he is powerless to intervene.

“My work always is to try to keep our players,” he said.

“But sometimes the club wants one thing, the manager wants one thing and sometimes the players don’t want [to stay] also.

“The last 10 days, the player [Snodgrass] wasn’t available to work with us. The player wanted to leave the club.”