Pereira joined Valencia on the final day of the Spanish transfer window in a bid to get more first-team experience.
Mourinho had wanted the Brazilian midfielder to remain at the club for the season but the player opted to leave.
And the United boss expressed his frustration with Pereira wanting to leave.
Mourinho said: “It was a personal decision that I don’t agree with, a decision I don’t think honestly is the best decision for him, a decision that disappoints me.
“He has the potential to be fighting for a position, opportunities and to be a Manchester United player.
“His decision can be considered as a young player who wants to play every weekend but also a young player that is not ready to fight for something different and it’s different to play in Manchester United’s midfield.
“You have to be ready to fight for the position and I am disappointed he left. But it was his decision. I open the door, he has a long-term contract. We have the option to bring him back on January 1, so is not a drama but it is a decision which disappoints me a little bit.”