United will meet Ajax for the fifth time in European competitions.
Mourinho watched on as his side survived a late fightback from Celta Vigo at Old Trafford, to win 2-1 on aggregate.
“We were the best team in the first leg but we never kill, we never score goals related to the chances we have. It was an open game at home, all the pressure on our side,” Mourinho told BT Sports after the match.
“They were completely free of responsibility and gave us a very hard match. We suffered until the end and it was open until the last second. The boys gave everything they had. I’m really pleased for them.
“After 14 matches we are in the final. If we win the Europa League I am more than happy. It would be amazing.
“Ajax will be difficult, they are a young team, strong team, they finish the league this weekend and will have 12 days to recover. We have three matches in that time.”