But the manager's overriding emotion will be delight after the oft-criticised Shaw directed home his first goal for the club to put the result out of reach, despite substitute Jamie Vardy pulling one back in stoppage-time.
So how would Man United line up if Mourinho had landed the players he desired? We thought [he could play a] maximum 60 minutes, but he managed 80.
On top of his transfer troubles, Mourinho had a host of injuries and players lacking match sharpness after the World Cup to contend with. But, of course, in the second half, I had Andreas Pereira and Fred both with a yellow card. "We were in trouble", added Mourinho. "I have worked really hard over the preseason and I had a lot of time to reflect, and work on what I needed to", Shaw told Sky.
The France worldwide scored in just the second minute after Sanchez's cross was handled by Daniel Armartey in the box.
"I made a choice to try and finish the game", he said.
Jamie Vardy second left scored at Old Trafford
"He worked amazingly well Monday, Tuesday, Wednesday and he's one of the players that I have to speak to see how physically and mentally he feels".
Mourinho was particularly annoyed to miss out on a series of centre-back targets, including Leicester's Harry Maguire who shone for England in Russian Federation.
With just hours left before the summer transfer window closes, disgruntled Manchester United manager Jose Mourinho has revealed that he's not confident of signing any more players. "I think we are more the head coach than the manager", he said.
After the United goal though it was mostly one-way traffic for the visiting side, with David De Gea repeatedly called into action including a miraculous save on a James Maddison shot that should have drawn Leicester level.
He also praised Luke Shaw, who scored to seal the win and had been a target for Mourinho's criticism last season.
"The players from past year are responsible for the excitement, and then we brought in a few new players as an icing on the cake", Klopp said during the club's promising preseason tour in the United States.