Burnley were trailing 3-1 from the first leg away to Olympiacos in Greece and failed to qualify for the competition after a 1-1 draw at home.
Mourinho’s Manchester United travel away to face Burnley in their next Premier League encounter and the Portuguese boss was on hand to witness his team's opponents in first hand in action.
The Manchester United manager has come under heavy criticism following his team's consecutive losses to Brighton & Hove Albion and Tottenham Hotspur.
There have been reports that Mourinho could be sacked if his team fails to win against Burnley.
The 55-year-old who chose not to seat in the Director's box, however, showed no signs of pressure as he signed an autograph for a young fan.
According to a report by the , Mourinho wore a black hoodie and face cap and left the stadium early so as not to face transportation difficulties.
Burnley are yet to register a win this season and Mourinho will have plenty of information about Sean Dyche’s team after watching them in action.
Former Real Madrid boss has been touted to replace Mourinho at Old Trafford who needs a victory to reignite their season.
Burnley host Manchester United on Sunday, September 2 before European teams go for the international break.