Spurs were beaten 3-1 at Bramall Lane to leave them ninth in the table and nine points behind fourth place Chelsea.
But once again there was VAR controversy when Harry Kane thought he had equalised after Sander Berge's first half opener only for VAR referee Michael Oliver to chalk it off because of a Lucas Moura handball in the build-up.
Many, though, felt Moura should have been awarded a free-kick instead. Regardless, the manager felt there was enough time for players to recompose themselves after the injustice, which is arguably one of the most controversial decisions of the season.
"We have to do better, we have to be mentally stronger to cope with what happened during the game," Mourinho said afterwards. "We cannot mentally die after Michael Oliver's decision.
"I know that it's very difficult to take, the players around the situation know what happened and what didn't, you celebrate and feel the goal.
"I know that kick it our teeth but with 50 minutes to go we have to be stronger. That's my criticism to my team in the second half, in spite of trying.
"Now I know more the profile of my players. I felt it. I feared that in the second half we wouldn't be strong enough to cope with a team that when they're winning just defends and counter-attacks."
Tottenham trailed 1-0 at the break and then went 3-0 behind before Kane scored a consolation goal at the end of the match.
Blades manager Chris Wilder has sympathy for his opponent, but said he will not be losing any sleep over it.
"I have got a back catalogue of decisions that have gone against us, we are the unofficial champions of Europe on VAR decisions going against us," he said afterwards.
"I can understand their manager's frustrations I would be super frustrated. It's a nonsense rule, it wasn't intentional.
"There is a difference when the ball moves. These rules are in place, I totally understand the frustration of the manager and his players. We have had the rub of the green tonight on that one, we are well overdue, but we will take it."
Mourinho explained he is fearful for the future of the game and the way it is officiated.
"I cannot say anything because I'd be in trouble with the institutions and I want to protect myself and my club so I can't be open as I'd like to be," he said.
"Now, I can only say that normally I'm a professional guy on the bench in these moments, I never complain at the guy with the whistle because it's not the referee any more.
"I used to go the fourth official but the man on the pitch is the assistant referee. Today the man and the lady with the flags are the assistant of the assistant referee. This is the start of everything.
"I think the referee should always be the man on the pitch and the people in the office should just support and assist.
"That's not the way it is. The referee who is not very good on the pitch, we cannot expect that he's good in the office. We're going in a direction that's really bad for the beautiful game, the game that everybody fell in love with."
Jose Mourinho believes he knows more about the mentality of his players following the disappointing defeat to Sheffield United.