Substitute Fellaini appeared to clip Mané inside the box in the 82nd minute, but referee Craig Pawson signalled for play to continued.
"We didn't get them so we lost 2-1", he told Sky Sports.
Lingard meanwhile has enjoyed his most prolific season to date with the Old Trafford club, scoring a career high eight league goals, as well as providing four assists in the Premier League to strengthen his claim for a place in England's World Cup squad for the tournament in Russian Federation this summer.
The Liverpool legend believes that even Manchester United fans would struggle to say they love watching what Mourinho serves up; on Saturday on home turf the Red Devils had just 32 per cent possession and two shots on target.
"It was a clear penalty with Fellaini on Mane, in situations like this you need the right decision. We made not the best of it but we made something of it".
'We had good moments chasing the game but it's all about winning. You can not leave a player alone like Lukaku, everyone knows that and we trained that of course.
"Before the two goals, after the two goals, I thought we were dominant". We didn't score before half-time.
"United were more lucky in these situations and that is the result we have to take".
"The United player had time to get his arm out of the way and that was a clear spot kick for me, but Liverpool should not blame the referee for what was a frightful defeat". He was upset with a player and the same happened to me against Crystal Palace where I was upset with my player and therefore they (the officials) understood that too.
I have to be honest and give the credit to the people of the academy that were responsible for his formation, and to Mr (Louis) Van Gaal who was responsible for his first season.