The Red Devils suffered a stunning 2-1 loss to the Terriers with Victor Lindelof making two crucial errors.
And Neville was surprised at the level of Mourinho’s criticism of his players after the match.
“I was at the Spurs-Huddersfield game a few weeks ago where Spurs tore them to shreds," he said on the Gary Neville Podcast.
“I thought the atmosphere would be tough for Manchester United but I thought they would come through it.
“I’m stunned by the result and stunned by Jose Mourinho's comments after about the application of the players, that it was the worst he had seen them up for a game. I'm really surprised.
“It was a big shock for me. Bad goals to give away. Lindelof made a couple of poor errors.
“There were times in my Manchester United career where we had those moments where you weren't giving yourself a chance. You don't give yourself a chance if you give bad goals away.
“The anxiety runs not just through the team but also into the crowd, and if you're away from home, the opposing crowd get up off every time there is a defensive moment, so you have to cut those things out.
“Manchester United, to be fair, have been good defensively, so Saturday was a little out of character.”
United will look to get back to winning ways in the Premier League against Tottenham at the weekend.
Mourinho’s side now trail Manchester City by five points after nine matches.
The Red Devils are currently level on points with Spurs ahead of their showdown on Saturday lunchtime.
The winners could emerge as the top challengers for Pep Guardiola's side.
