Mourinho said their fragile confidence took a blow when Felipe Anderson’s early goal was allowed to stand.
Anderson flicked in Zabaleta’s cross, before Yarmolenko make it 2-0 before the break.
Marcus Rashford pulled one back for United, but Marko Arnatovic finished off a Mark Noble through ball to win it for the Hammers.
“I think a team that comes with that mental fragility of the bad results and is losing 1-0 after 5 minutes isn’t the best way to start. It was an offside goal.
“We had a good reaction in the first half but an own goal makes 2-0. We know Iarmolenko is left footed and we weren’t aggressive or intense enough to close that shot.
“The centre backs had a fantastic match. Congratulations to the scout that found a 21-year-old kid in Diop. He’s a monster and dominated everything.
“The third goal isn’t a mistake from the linesman but rather the referee, it was a clear foul on Rashford from Zabaleta,” Mourinho told Sky Sports after the game.