Herrera, 27, was introduced in the second half of the game, only to be forced off the pitch 10 minutes later after a heavy tackle left him limping and clutching his hip.
Speaking after the game Mourinho seemed downbeat in his assessment of the injury.
"We have one injury to Ander Herrera, I don't know how he is but it has to be painful to come off so soon," he said.
Herrera was replaced in midfield by Scott McTominay, 20, who looked solid in his place.
The game itself was a relatively drab affair, with the only moment of magic produced by Anthony Martial when he danced past three defenders on the wing before squaring to Jesse Lingard, who duly slotted home from close range.
Real Madrid equalised after summer signing Victor Lindelof gave away an obvious penalty.
And with the game tied at 1-1, the clash was decided by penalties 2-1 to United.
The kicks from the spot were of a poor standard with both sides blazing efforts wide of the mark.
