United rallied from 1-0 down to beat Juventus 2-1 on Wednesday – the fourth time they have come from behind to avoid defeat this season, BBC Sport reprted.
Mourinho's seventh-placed side faces Premier League leader Manchester City at Etihad Stadium on Sunday.
"If we keep conceding goals before the opponent, there will arrive the day where we cannot come back," he said.
United was 2-0 down to Newcastle in its Premier League match on October 6 but won 3-2. Two weeks later it conceded the first goal against Chelsea but fought back to draw 2-2.
Against Bournemouth last weekend, Marcus Rashford's 92nd-minute goal gave the Red Devils a 2-1 win after conceding in the 11th minute.
In Turin on Wednesday, Cristiano Ronaldo put Juventus ahead but an 85th-minute free-kick from Juan Mata and an Alex Sandro own goal four minutes later saw United complete a famous Champions League comeback.
"We are not a team that gives up," said Mourinho. "We are a team that always finds a way to fight back.
"We have to make sure that we grow up, not just in our approach, because I think it is clear that the team is growing up, but we also have to grow up in our compactness and to start matches well."
The last meeting between the two Manchester sides in April saw United come from 2-0 down at halftime to win 3-2 and delay City clinching the title.
Mourinho was cautious when asked if his side will go toe-to-toe against City's attack-minded team.
"We are going to try. I cannot say that we are going to be successful in our motivations and desires," said the Portuguese.
"But we played two difficult matches away against two very good teams, Chelsea and Juventus, and we managed to get good results.
"Even if the good results were not in our pockets, the performances were there. The positive attitude was there, so we are going to try.
"I don't think it [the Manchester derby] is special because of what happened last season. It's special because it is a Manchester derby and it means what it means."