The Portuguese manager said that he had warned his Manchester United side ahead of the game
Mourinho said that he had warned his side ahead of the game the clash in Istanbul would be completely different to the meeting of the teams in England two weeks ago, which United won 4-1.
But the Premier League side were caught napping by Moussa Sow's spectacular second-minute overhead kick. Jeremain Lens added a second from a free-kick after half-time, and while Wayne Rooney managed to pull a goal back late on, his strike did nothing to brighten a miserable night for United.
"What disappointed me more is I have quite a big experience of playing against Turkish teams," said the former Real Madrid and Chelsea boss.
"I passed all my experience. Play against them in our home is easy... you come to Turkey and it's completely different.
"I told them to wait for that and not be focused on the game we had at home.
"But we started the game sleeping. They start at 100 miles per hour, we start really slow. They go immediately in there, we are sleeping, we don't react and then the game is a different story."
He said that United were also lacking proper structure in defence with Chris Smalling and Eric Bailly both absent.
But he added: "It is our fault that we let them be in front. I think we did not deserve (to win) as for me football is from the first second.
"Fenerbahce played an emotional game and they deserved it."
Mourinho added that United were lacking confidence in front of goal and "one of the good things today is that Rooney finally scored a goal."
Rooney has struggled for form this season but the goal was his 38th in Europe, allowing him to equal Ruud van Nistelrooy's club record tally.
"We are not scoring. but you have to be stronger mentally and not start the game in the way we did."
United also suffered a major blow with Paul Pogba limping off injured in the first half and Mourinho lamented that no yellow card had been given for the challenge on him.
"I only know that that the first two fouls (on Fenerbahce players) got two yellow cards... the foul on Pogba that brought him out of the game was not a yellow card."
Meanwhile, veteran Fenerbahce boss Dick Advocaat hailed his team's performance.
"I think the team deserve credit for the way they played as a team," said the Dutchman.
"When we had the goal we were not scared to attack. We scored two but could have had four or five."