Winning the Europa League also comes with the bonus of Champions League qualification but Mourinho said his priority was for United to finish as high up in the Premier League table as possible.
"The Europa League is very difficult but it's a target for us," the Portuguese told British media. "If we beat Rostov and we find ourselves in the quarter-final, then we have to think really seriously about the Europa League.
"Quarter-final, you smell the final and then in a certain period of the season I have to analyse my team, the players, the conditions of everyone and if I have to make choices, I have to make choices... but it's not for now."
United visit Premier League leaders Chelsea in the quarter-finals of the FA Cup on Monday.
They trail Chelsea by 17 points and are seven points behind second-placed Tottenham Hotspur, with a game in hand on both teams. Fourth spot is currently occupied by Liverpool, who have also played a game more than United.
"The second position is very difficult but it's very possible. First is impossible. Second is possible and we have to fight for it," Mourinho added.
(Reporting by Hardik Vyas in Bengaluru)
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